> @vstinner, as the expert in this area, what do you suggest as the best way to deal with this?  In support.__init__.py?  Or test_httpservers itself?

It's tricky when a filename is valid or not depending on the path, depending on the filesystem. The tempfile module checks if O_TMPFILE is supported: same issue, it depends on the path, and the user can configure the path. So we check each time if O_TMPFILE works or not.