With the issue #26558, debug hooks of PyObject_Malloc() now checks that the GIL is hold.

I left PyMem_Malloc() unchanged, because I am not 100% sure that it's ok yet to implement the same check in PyMem_Malloc(). So I opened this issue.

Python 3 doc explicitly asks that the GIL is hold to call PyMem_Malloc():
https://docs.python.org/dev/c-api/memory.html#memory-interface

Python 2 doc doesn't say anything about the GIL:
https://docs.python.org/2/c-api/memory.html#memory-interface

Usually, functions prefixed by "Py" require the GIL to be hold.

In practice, currently PyMem_Malloc() is implemented with malloc() which is thread-safe.

In the issue #26249, I tested numpy, lxml, Pillow and cryptography with all debug hooks enabled, including GIL checks in PyMem_Malloc() and PyObject_Malloc(). I only found one bug in numpy: https://github.com/numpy/numpy/pull/7404

Attached patch changes debug hooks on PyMem_Malloc() to ensure that the GIL is hold.