I fixed warnings.formatwarning(). I don't expect the code to be perfect (Python shutdown process is complex and fragile), but the fix is quite simple and it's enough to fix the bug described in the initial message. I even added an unit test for it.

I didn't try to force when the __main__ module is unloaded, I didn't see any consensus around that.

Thanks for the bug report, it's now fixed ;-) Sorry for the delay. We had to fix a million of other subtle issues to make the Python shutdown process and the stdlib stronger.