Arfrever: "Lib/_dummy_thread.py and Lib/dummy_threading.py were deleted, but Doc/library/_dummy_thread.rst and Doc/library/dummy_threading.rst still exist."

Ah, it should be deleted as well.

Arfrever: "Probably Doc/whatsnew/3.7.rst should mention that these modules were deleted."

Right.

Arfrever: "Or maybe they should be restored and firstly deprecated, before deletion in a later version of Python."

I don't think that it's worth it, but I suggest to add a warning to Python 3.6 documentation. Something like the following warning in Python 2.7 documentation of the commands module:
"Deprecated since version 2.6: The commands module has been removed in Python 3. Use the subprocess module instead."
https://docs.python.org/2/library/commands.html