gh-115961: Improve tests for compressed file-like objects (GH-115963)

* Increase coverage for compressed file-like objects initialized with a
  file name, an open file object, a file object opened by file
  descriptor, and a file-like object without name and mode attributes
  (io.BytesIO)
* Increase coverage for name, fileno(), mode, readable(), writable(),
  seekable() in different modes and states
* No longer skip tests with bytes names
* Test objects implementing the path protocol, not just pathlib.Path.