upstream: Fix breakage on dhgex test.

This was due to the sshd logs being written to the wrong log file.
While there, make save_debug_logs less verbose, write the name of the
tarball to regress.log and use $SUDO to remove the old symlinks (which
shouldn't be needed, but won't hurt).  Initial problem spotted by anton@.

OpenBSD-Regress-ID: 9c44fb9cd418e6ff31165e7a6c1f9f11a6d19f5b
