It looks like you are trying to tunnel one SSL or TLS connection through another SSL/TLS connection (instead of through a plain OS socket). There is already a bug recently opened about this: Issue 29394.

Basically, the SSL module doesn’t support this, and the documentation should be clarified to say something like wrap_socket() only accepts basic socket.socket() objects, not subclasses. However, in Python 3.5+ I think you could use the BIO layer to hook in your intermediate SSL socket (or any other transport).