I need some help debugging the Windows issues. There are a handful of tests that fail because the sqlite3 is clinging on to objects or file descriptors. AFAICT, a GC bug. For example, test_open_uri fails with:

PermissionError: [WinError 32] The process cannot access the file because it is being used by another process: [...]

I've tried the following, with no success:
- Remove GC from the Connection type
- Remove the clear method, and modify traverse to only visit Py_TYPE(self) (https://bugs.python.org/issue42866#msg384675)
- Add heap type GC (visit type, GC tracking) to all pysqlite types

Maybe it's best to reopen GH-24135 and continue the work with multi-phase init? That is finalise bpo-40956, add heap type GC (https://bugs.python.org/issue42866#msg384675), establish module state, implement multi-phase init, and then revisit this issue.