tests/test_pay.py: Add test to replicate #3757.

tests/plugins/fail_htlcs_invalid.py

@@ -0,0 +1,20 @@
+#!/usr/bin/env python3
+
+from pyln.client import Plugin
+
+plugin = Plugin()
+
+
+@plugin.hook("htlc_accepted")
+def on_htlc_accepted(onion, plugin, **kwargs):
+    plugin.log("Failing htlc on purpose with invalid onion failure")
+    plugin.log("onion: %r" % (onion))
+    # WIRE_TEMPORARY_CHANNEL_FAILURE = 0x1007
+    # This failure code should be followed by a
+    # `channel_update`; we deliberately return
+    # a 0-length `channel_update` to trigger
+    # issue #3757 reported by @sumBTC.
+    return {"result": "fail", "failure_message": "10070000"}
+
+
+plugin.run()