Build CI with different platforms/configs

TEZ-4555: Fail fast in LocalClient if the dirs (log, local) haven't b… #290

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Run time

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Job	Run time
build (8, ubuntu-latest)	8m 24s
build (8, macos-latest)	10m 20s
build (11, ubuntu-latest)	8m 33s
build (11, macos-latest)	11m 24s
	38m 41s