When a <file> argument of a `/save` command in a JShell session starts with a list of directory names, of which at least one does not exist, the command fails with an error reading:
```
    /save some/path/Snippet.java
    | File 'some/path/Snippet.java' for '/save' threw exception: java.nio.file.NoSuchFileException: some\path\Snippet.java
```
The save command handling should be enhanced to create such missing parent directories.

jshell> /help save
|
| /save
| =====
|
| Save the specified snippets and/or commands to the specified file.
|
| /save <file>
| Save the source of current active snippets to the file.
[...]