Save only model sharded sd

[winglian]

What does this PR do?

Follow up to #36627 (issue #36626) where that PR misdiagnosed the underlying issue. The reason it wouldn't save is that the output_dir didn't exist yet because it was created in the checkpoint/optimizer save method. This fixes the issue by moving the checkpoint dir creation to the top.

Additionally, because self.save_model only handles FSDP FULL_STATE_DICT, and SHARDED_STATE_DICT is only handled during _save_optimizer_and_scheduler which is gated by not self.args.save_only_model, we also need to manually handle saving the SHARDED_STATE_DICT for the edge case.

Fixes # (issue)

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@ArthurZucker @S1ro1
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[S1ro1]

LGTM

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[ArthurZucker]

Thanks, not sure if we already have a test, if not would be nice to add one!