Fix: create whole config path if it doesnt exist yet (#2490) #1505

Job	Run time
check	2m 24s
e2e-test (ubuntu-latest)	16m 45s
e2e-on-cluster-test (ubuntu-latest)	24m 45s
test-integration	16m 45s
test-unit (21, ubuntu-latest)	7m 43s
test-unit (21, windows-latest)	20m 8s
test-unit (21, macos-latest)	5m 30s
build	25s
publish-image	0s
publish-utils-image	0s
	1h 34m 25s

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