gdb: make set/show cwd work with $_gdb_setting_str

The previous commit fixed set/show args when used with
$_gdb_setting_str, this commit fixes set/show cwd.

Instead of using a scratch variable which is then pushed into the
current inferior from a set callback, move to the API that allows for
getters and setters, and store the value directly within the current
inferior.

Update the existing test to check the cwd setting.