I can't convince myself that PyThreadState_Next is
thread safe even if the GIL is held because
PyGILState_Release can delete a thread state after
releasing the GIL if the gilstate_counter reaches 0. 
So another thread could be deleting a thread state my
thread is referencing.

If the GIL was held when the thread state was deleted,
the I think the next function would be thread safe
because new thread states are always added to the front
of the list.

If these functions should work when the GIL is not
held, the head_mutex in pystate.c probably needs to be
exposed in some manner so code can lock it, iterate
through the threads, and then unlock it.