Adam, your patch cover one case of the thread releasing the GIL
(Py_ALLOW_THREADS), but there are more calls to PyThread_acquire_lock
(the checkinterval for example).

I have a competing patch: it makes the main thread never release the GIL
after some point. Other threads stay blocked and don't clean themselves:
the OS will take care of them.

Both approaches correct the initial problem, though.
A remaining question is where exactly in Py_Finalize() we should ban
other threads. I think that this point should be as late as possible, to
allow some object/resources to be cleaned properly.