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The correct way to repair this is to move the body of
_PyThread_CurrentFrames above:

/* Python "auto thread state" API. */
#ifdef WITH_THREAD

_PyThread_CurrentFrames() should be able to return a dict
regardless of whether WITH_THREAD is defined.  If
WITH_THREAD is not defined, sys._current_frames() should
return a single-element dict, mapping the integer 0 to the
main thread's frame.  That should happen "by magic", but the
test case will have to be changed to pass then.

I have no idea how to build Python without threads on
Windows, so I'm probably not the best person to try this.