Use plain mkdir() not pg_mkdir_p() to create subdirectories of PGDATA.
When we're creating subdirectories of PGDATA during initdb, we know darn well that the parent directory exists (or should exist) and that the new subdirectory doesn't (or shouldn't). There is therefore no need to use anything more complicated than mkdir(). Using pg_mkdir_p() just opens us up to unexpected failure modes, such as the one exhibited in bug #13853 from Nuri Boardman. It's not very clear why pg_mkdir_p() went wrong there, but it is clear that we didn't need to be trying to create parent directories in the first place. We're not even saving any code, as proven by the fact that this patch nets out at minus five lines. Since this is a response to a field bug report, back-patch to all branches.
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