Post-SXScon cleanup

[nilsvu]

We merged some code quickly to get ready for SXScon Aug 5--9. These things should be cleaned up afterwards:

• Add tests for Add python bindings for Index and parts of subcell code, add missing action to NewtEuler #6185
• Silence CMake and compiler warnings from Download dependencies on demand #5956
• Clean up clang-tidy warnings from Add parallelization tutorial executable PiMonteCarlo #6189 (see the files tab on that PR)
• Allowing to just use spec python scripts rather than having to build SpEC (in Pass spec pythonpath directly to spectre #6187)
• Understand and fix communication race condition in horizon finder. Appeared when BBH was run in Release mode with SPECTRE_DEBUG on brown cluster Oscar.
• Fix partial_derivative PyBinding. It currently doesn't find the type of the Jacobian correctly for the overloads which causes an error.
• MacOS CI seems to be taking a lot longer lately. Possibly because of the change in ccache sloppiness in Update Oscar config #6191
• Disable LoadBalancing from Burgers input file. It keeps failing on GCC-9. (Disable LB test in Burgers yaml #6210)
• Allow plot_cce to only take one mode. Currently it errors if only one mode is chosen (something about the legend)
• In Cce.cpp constructor, print l_max in error message. (Clarify error messages in H5 Cce constructor #6211 )
• Dump collocation points in cli or static exec
• Read collocation points in CCE
• Read multiple h5 files in CCE (combine them on the fly in a temporary file and delete the temporary afterwards)