Change functions that have filenames as arguments to use Path objects instead of strings

[matt-gardner]

To @joelgrus's point here. This will make it so we don't have to do str(path) everywhere. One example of a place that needs to be changed is load_archive; I'm sure there are more. (Nicely enough, if you remove the str() wrapper around the str(path) calls, it looks like mypy will find the places for you.)

[matt-gardner]

Closing this very old issue. If there are specific instances where this matters, we can have separate issues for them.