bpo-40275: Use new test.support helper submodules in tests (GH-21727)

diff --git a/Lib/test/test_site.py b/Lib/test/test_site.py
index ec86c64..5901939 100644
--- a/Lib/test/test_site.py
+++ b/Lib/test/test_site.py
@@ -8,8 +8,8 @@
 import test.support
 from test import support
 from test.support import socket_helper
-from test.support import (captured_stderr, TESTFN, EnvironmentVarGuard,
-                          change_cwd)
+from test.support import captured_stderr
+from test.support.os_helper import TESTFN, EnvironmentVarGuard, change_cwd
 import builtins
 import encodings
 import glob