Fully test `run`

[james-panayis]

There are a few things in run which are not currently tested (in tests/refactor/ or tests/unit) but should be:

• use the filetype parameter of .save
• confirm attempting to save a file of size 0 causes a warning
• save a non-file object
• use .save_directory
• use .save_file
• use .save_object
• use .save_all
• use .add_alerts
• use .create_alert with source="metrics"
• use .log_alert