A DataLad test that calls git-annex initremote ... started to fail with a recent version of git-annex. I can trigger the failure if I strip away the DataLad-bits by using the built-in directory remote:

cd "$(mktemp -d ${TMPDIR:-/tmp}/gx-testremote-XXXXXXX)"
git annex version
mkdir dremote
git init a
(
    cd a
    git annex init
    git annex initremote d type=directory directory="$PWD/../dremote" encryption=none
    git annex testremote d
)

git-annex version: 8.20200331-geec124409
build flags: Assistant Webapp Pairing S3 WebDAV Inotify TorrentParser Feeds Testsuite
dependency versions: aws-0.21.1 bloomfilter-2.0.1.0 cryptonite-0.25 DAV-1.3.4 feed-1.2.0.1 ghc-8.6.5 http-client-0.6.4 persistent-sqlite-2.9.3 torrent-10000.1.1 uuid-1.3.13 yesod-1.6.0.1
key/value backends: SHA256E SHA256 SHA512E SHA512 SHA224E SHA224 SHA384E SHA384 SHA3_256E SHA3_256 SHA3_512E SHA3_512 SHA3_224E SHA3_224 SHA3_384E SHA3_384 SKEIN256E SKEIN256 SKEIN512E SKEIN512 BLAKE2B256E BLAKE2B256 BLAKE2B512E BLAKE2B512 BLAKE2B160E BLAKE2B160 BLAKE2B224E BLAKE2B224 BLAKE2B384E BLAKE2B384 BLAKE2BP512E BLAKE2BP512 BLAKE2S256E BLAKE2S256 BLAKE2S160E BLAKE2S160 BLAKE2S224E BLAKE2S224 BLAKE2SP256E BLAKE2SP256 BLAKE2SP224E BLAKE2SP224 SHA1E SHA1 MD5E MD5 WORM URL
remote types: git gcrypt p2p S3 bup directory rsync web bittorrent webdav adb tahoe glacier ddar git-lfs hook external
operating system: linux x86_64
supported repository versions: 8
upgrade supported from repository versions: 0 1 2 3 4 5 6 7
Initialized empty Git repository in /tmp/gx-testremote-wB72esA/a/.git/
init  (scanning for unlocked files...)
ok
(recording state in git...)
initremote d ok
(recording state in git...)
testremote d (generating test keys...) Remote Tests
  unavailable remote
    removeKey:                                         /dev/null/tmp/SHA256E-s1048576--46beaff739fefc2d8e88242e04c5be92ecfd14b7c28c06ffccc282767d891a0e.this-is-a-test-key/SHA256E-s1048576--46beaff739fefc2d8e88242e04c5be92ecfd14b7c28c06ffccc282767d891a0e.this-is-a-test-key: openBinaryFile: inappropriate type (Not a directory)
[... 42 lines ...]
    storeKey:                                        OK (0.03s)
    present True:                                    FAIL
      ./Command/TestRemote.hs:206:
      failed
    storeKey when already present:                   OK
    present True:                                    FAIL
      ./Command/TestRemote.hs:206:
      failed
    retrieveKeyFile:                                 FAIL
      ./Command/TestRemote.hs:206:
      failed
    fsck downloaded object:                          OK
    retrieveKeyFile resume from 33%:                 FAIL
      Exception: .git/annex/objects/Fj/g7/SHA256E-s1048576--46beaff739fefc2d8e88242e04c5be92ecfd14b7c28c06ffccc282767d891a0e.this-is-a-test-key/SHA256E-s1048576--46beaff739fefc2d8e88242e04c5be92ecfd14b7c28c06ffccc282767d891a0e.this-is-a-test-key: openBinaryFile: does not exist (No such file or directory)
    fsck downloaded object:                          OK
    retrieveKeyFile resume from 0:                   FAIL
      Exception: failed to lock content: .git/annex/objects/Fj/g7/SHA256E-s1048576--46beaff739fefc2d8e88242e04c5be92ecfd14b7c28c06ffccc282767d891a0e.this-is-a-test-key/SHA256E-s1048576--46beaff739fefc2d8e88242e04c5be92ecfd14b7c28c06ffccc282767d891a0e.this-is-a-test-key: getFileStatus: does not exist (No such file or directory)
    fsck downloaded object:                          OK
    retrieveKeyFile resume from end:                 cp: cannot stat '.git/annex/objects/Fj/g7/SHA256E-s1048576--46beaff739fefc2d8e88242e04c5be92ecfd14b7c28c06ffccc282767d891a0e.this-is-a-test-key/SHA256E-s1048576--46beaff739fefc2d8e88242e04c5be92ecfd14b7c28c06ffccc282767d891a0e.this-is-a-test-key': No such file or directory
FAIL
      Exception: failed to lock content: .git/annex/objects/Fj/g7/SHA256E-s1048576--46beaff739fefc2d8e88242e04c5be92ecfd14b7c28c06ffccc282767d891a0e.this-is-a-test-key/SHA256E-s1048576--46beaff739fefc2d8e88242e04c5be92ecfd14b7c28c06ffccc282767d891a0e.this-is-a-test-key: getFileStatus: does not exist (No such file or directory)
    fsck downloaded object:                          OK
    removeKey when present:                          OK
[... 900 lines ...]

212 out of 573 tests failed (0.92s)

git-annex: failed to lock content: .git/annex/objects/Fj/g7/SHA256E-s1048576--46beaff739fefc2d8e88242e04c5be92ecfd14b7c28c06ffccc282767d891a0e.this-is-a-test-key/SHA256E-s1048576--46beaff739fefc2d8e88242e04c5be92ecfd14b7c28c06ffccc282767d891a0e.this-is-a-test-key: getFileStatus: does not exist (No such file or directory)
failed
(recording state in git...)
git-annex: testremote: 1 failed

The output above is with the current master (eec124409). I don't see the failures when using the latest release (8.20200330). Based on bisecting, I believe these failures start happening with aeca7c220 (Sped up query commands that read the git-annex branch by around 5%, 2020-04-09).

fixed --Joey