Is this a matter of adding some documentation showing how it should be done? Even if we don't want to encourage such subclassing, we do have APIs to support it, and I think we ought to show how to do it, given that you have to coordinate a bunch of things.

How feasible is it to improve the error? (If that error is what you always get when __init__ and __new__ don't agree, maybe that could be a separate, more general issue?)