[gordon@thinkpad cpp]$ ./src/qpidd  --pid-dir temp-data -d --data-dir temp-data
[gordon@thinkpad cpp]$ ./src/qpidd  --pid-dir temp-data -q --data-dir temp-data
Cannot open temp-data/qpidd.5672.pid: No such file or directory

If the pid-dir is specified it appears to need to be an absolute path(?).
However if you specify the same relative path for data-dir and pid-dir the
daemon starts but fails when shutdown (using the --quit option) as the pid file
is in an unexpected location. The data-dir above is actually in
temp-dir/temp-dir, and the pid is in the inner nested temp-dir.