Use Python os.makedirs() instead of os.makedir()

Fixes #384 

[`os.makedir()`](https://docs.python.org/3/library/os.html#os.makedir) is raising `FileNotFoundError` because a parent directory in the path does not exist so let's use [`os.makedirs()`](https://docs.python.org/3/library/os.html#os.makedirs) which will create any missing parent directories.