(#2888) Add settings catalog info to README_DEVELOPER

Without this patch the README_DEVELOPER doesn't mention the special
settings catalog which I overlooked while working on #2888. If the
settings catalog was in mind while I worked on this issue I probably
would have solved it a lot faster than it took to track down.

In particular, wrapping the File.open method was an effective way to
quickly track down the codepath that was improperly writing and
truncating the lockfile.