There is no real difference between using the PIO pins and the test pins, they are simply interconnected! with TP1 (5V) connected to GPIO 2 and 4 and TP2 (GND) connected to various GPIO pins amongst others pin six and nine.
The difference with powering through the micro USB port is only that between pin 1 of the micro USB port and TP1 a 1,1 Ampere polyfuse F3 is placed (marked 75 because it limits the short circuit current to 750mA = 0.75A).
A ground-plane is connected to all ground points including the GND pin (pin 5) of the micro USB port. There is one "power protection device" on board, and that is D17, which general purpose is to shorten all voltages that are over the acceptable range, although exact specifications are not available).
So if you want to bypass the micro-USB port, then it makes no difference if you do it through the test ports, or through the GPIO pins, but do mind that you are bypassing the on-board fuse F3.
If you are thinking of adding a fuse of your own, you better re-think that, as all fuses do need to generate heat to "blow", so they all have a more or less significant resistance, for testing purposes
To see if a problem is PSU related) I would advice against using a fuse, unless its very tiny, and blows at a very high current (5 or 10 A) so it has a very small resistance. The F3 polyfuse can have such a really small resistance, varying between 0.05 Ohm, and 0,2 ohm 24 hours after it has blown. If you add a fuse with too much resistance you may re-introduce an unknown factor again. So if you are using a professional power supply you should rely on its current limitation circuitry, not add a fuse, at least not when you try to debug problems that might be power related.