> Possibly first occurrence of this error : https://travis-ci.org/python/cpython/jobs/506783665 after which it's more or less consistent.

That's the first build including my change:

commit 86082c22d23285995a32aabb491527c9f5629556
Author: Victor Stinner <vstinner@redhat.com>
Date:   Fri Mar 15 14:57:52 2019 +0100

    bpo-36235: Fix CFLAGS in distutils customize_compiler() (GH-12236)
    
    Fix CFLAGS in customize_compiler() of distutils.sysconfig: when the
    CFLAGS environment variable is defined, don't override CFLAGS variable with
    the OPT variable anymore.
    
    Initial patch written by David Malcolm.
    
    Co-Authored-By: David Malcolm <dmalcolm@redhat.com>

The build starts with:

Setting environment variables from .travis.yml
$ export OPENSSL=1.1.0i
$ export OPENSSL_DIR="$HOME/multissl/openssl/${OPENSSL}"
$ export PATH="${OPENSSL_DIR}/bin:$PATH"
$ export CFLAGS="-I${OPENSSL_DIR}/include -O3"
$ export LDFLAGS="-L${OPENSSL_DIR}/lib"
$ export LD_RUN_PATH="${OPENSSL_DIR}/lib"
$ export OPTIONAL=true

Extract of .travis.yml:

env:
  global:
    - OPENSSL=1.1.0i
    - OPENSSL_DIR="$HOME/multissl/openssl/${OPENSSL}"
    - PATH="${OPENSSL_DIR}/bin:$PATH"
    # Use -O3 because we don't use debugger on Travis-CI
    - CFLAGS="-I${OPENSSL_DIR}/include -O3"
    - LDFLAGS="-L${OPENSSL_DIR}/lib"
    # Set rpath with env var instead of -Wl,-rpath linker flag
    # OpenSSL ignores LDFLAGS when linking bin/openssl
    - LD_RUN_PATH="${OPENSSL_DIR}/lib"

Maybe it's a bad idea to set CFLAGS globally, and they should only set when building Python itself, not when building C extensions?

To be honest, I don't understand well the relationship between CFLAGS and new "Dangling thread: ..." errors. Maybe it's just unrelated.

Another question is why Travis CI is just fine on PR, but fails on "CRON" jobs?