There's no reason to assume that sys.path[0] is an appropriate location
for generating code. Specifically that doesn't work with extend_sys_path
which puts the additional directories at the end of sys.path.
In order to create a new migrations module, instead of using an
arbitrary entry from sys.path, import as much as possible from the path
to the module, then create missing submodules from there.
Without this change, the tests introduced in the following commit fail,
which seems sufficient to prevent regressions for such a refactoring.