This is what I mean.  I asked at https://sourceware.org/bugzilla/show_bug.cgi?id=21465 how configure.ac is supposed to be tweaked.
----
diff --git a/Makefile.pre.in b/Makefile.pre.in
--- a/Makefile.pre.in
+++ b/Makefile.pre.in
@@ -1093,6 +1093,8 @@ $(DESTSHARED):
 
 # Install the interpreter with $(VERSION) affixed
 # This goes into $(exec_prefix)
+datadir=@datadir@
+GDB_AUTO_LOAD_SCRIPTS_DIRECTORY=@GDB_AUTO_LOAD_SCRIPTS_DIRECTORY@
 altbininstall: $(BUILDPYTHON) @FRAMEWORKPYTHONW@
        @for i in $(BINDIR) $(LIBDIR); \
        do \
@@ -1118,6 +1120,11 @@ altbininstall: $(BUILDPYTHON) @FRAMEWORKPYTHONW@
                        $(INSTALL_SHARED) $(DLLLIBRARY) $(DESTDIR)$(BINDIR); \
                else \
                        $(INSTALL_SHARED) $(LDLIBRARY) $(DESTDIR)$(LIBDIR)/$(INSTSONAME); \
+                       if test ! -d $(DESTDIR)$(GDB_AUTO_LOAD_SCRIPTS_DIRECTORY); then \
+                               echo "Creating directory $(GDB_AUTO_LOAD_SCRIPTS_DIRECTORY)"; \
+                               $(INSTALL) -d -m $(DIRMODE) $(DESTDIR)$(GDB_AUTO_LOAD_SCRIPTS_DIRECTORY)/$(LIBDIR); \
+                       fi; \
+                       $(INSTALL_SCRIPT) Tools/gdb/libpython.py $(DESTDIR)$(GDB_AUTO_LOAD_SCRIPTS_DIRECTORY)/$(LIBDIR)/$(INSTSONAME)-gdb.py; \
                        if test $(LDLIBRARY) != $(INSTSONAME); then \
                                (cd $(DESTDIR)$(LIBDIR); $(LN) -sf $(INSTSONAME) $(LDLIBRARY)) \
                        fi \
diff --git a/configure.ac b/configure.ac
--- a/configure.ac
+++ b/configure.ac
@@ -5422,6 +5422,14 @@ if test "$have_getrandom" = yes; then
               [Define to 1 if the getrandom() function is available])
 fi
 
+AC_CHECK_PROG(gdb, gdb, found)
+if test $gdb = found; then
+  GDB_AUTO_LOAD_SCRIPTS_DIRECTORY=$(gdb -q -ex "show data-directory" -ex "show auto-load scripts-directory" -ex quit |sed "1d;2{N;s/\n//g; s/.*\"\(.*\)\".*:\(.*\)./\1 \2/}; /\$datadir/ {s/\(.*\) \$datadir\(.*\)/\1\2/;q}; s/.* \(.\)/\1/")
+else
+  GDB_AUTO_LOAD_SCRIPTS_DIRECTORY='${datadir}/gdb/auto-load'
+fi
+AC_SUBST(GDB_AUTO_LOAD_SCRIPTS_DIRECTORY)
+
 # generate output files
 AC_CONFIG_FILES(Makefile.pre Modules/Setup.config Misc/python.pc Misc/python-config.sh)
 AC_CONFIG_FILES([Modules/ld_so_aix], [chmod +x Modules/ld_so_aix])