[lldb] Fix 'session save' command on Windows

1. Use dashes (-) instead of colons (:) as time separator in a session log
file name since Windows doesn't support saving files with names containing
colons.

2. Temporary file creation code is changed in the test:
On Windows, the temporary file should be closed before 'session save'
writes session log to it. NamedTemporaryFile() can preserve the file
after closing it with delete_on_close=False option.
However, this option is only available since Python 3.12. Thus
mkstemp() is used for temporary file creation as the more compatible
option.