* agent/gpg-agent.c (parse_rereadable_options): Use make_filename_try
for opt.pinentry_program.  Change definition accordingly.
* g10/gpg.c (main): Use make_filename for agent_program,
dirmngr_program, and keyboxd_program. Change definition accordingly.
* sm/gpgsm.c (main): Ditto.
* tools/gpg-card.c (parse_arguments): Ditto.
* tools/gpg-connect-agent.c (main): Ditto.
* tools/gpg-wks-client.c (parse_arguments): Likewise.  Do it also for
option --output.
(process_confirmation_request): Print a note for a successful sent.