I requested a SLES VM in https://linuxone20.cloud.marist.edu as indicated by @David Edelsohn (the builtbot maintainer) and I can reproduce the issue on master, 3.7, 3.6 and 3.5. So it seems that a change in gdb itself caused this. Interestingly, in Python 3.5 the error is different:

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FAIL: test_threads (test.test_gdb.PyBtTests)
Verify that "py-bt" indicates threads that are waiting for the GIL
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Traceback (most recent call last):
  File "/home/linux1/cpython/Lib/test/test_gdb.py", line 771, in test_threads
    self.assertIn('Waiting for the GIL', gdb_output)
AssertionError: 'Waiting for the GIL' not found in 'Breakpoint 1 at 0x11751d8: file Python/bltinmodule.c, line 1093.\n[Thread debugging using libthread_db enabled]\nUsing host libthread_db library "/lib64/libthread_db.so.1".\n[New Thread 0x3fffd2ff910 (LWP 33928)]\n[New Thread 0x3fffcaff910 (LWP 33929)]\n'

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Ran 45 tests in 19.522s