I can reproduce the failure on multiple OSes in VirtaulBox when run test_signal in parallel with test_regrtest:

./python -m test -j2 test_signal  test_regrtest test_regrtest test_regrtest
Run tests in parallel using 2 child processes
0:00:29 load avg: 4.24 [1/4] test_regrtest passed
0:00:58 load avg: 4.96 [2/4] test_regrtest passed -- running: test_signal (58 sec 728 ms)
0:01:00 load avg: 4.96 [3/4/1] test_signal failed
test test_signal failed -- Traceback (most recent call last):
  File "/home/serhiy/py/cpython3.7/Lib/test/test_signal.py", line 1116, in test_stress_delivery_dependent
    self.assertEqual(len(sigs), N, "Some signals were lost")
AssertionError: 5073 != 10000 : Some signals were lost

But can't reproduce on hardware.