[Entry level contributor seeking guidance]
If this is still open, I can work on this.

I plan to add the following in sys.exit() and add a reference to thread.exit() at https://docs.python.org/3/library/sys.html#sys.exit:

When called from a thread other than the main thread, this causes the thread to exit silently, and is equivalent to calling :func:`thread.exit`.

Please correct if anything wrong.