> PyThreadState_Prealloc and PyThreadState_Init should (...) be prefixed with an underscore (...)

done

> _PyThreadState_New should be static (...) so something like "new_threadstate"

done

> the last change ("Py_InitializeEx() calls _PyGILState_Init() before initsite()") should be part of a separate patch (and issue?)

I'm unable to reproduce the bug related to this patch. I keep the patch somewhere in my disk, and I will open a new issue if I'm able to reproduce it :-)

> you can use the -R option to regrtest to find out if there are any reference leaks (e.g. "-R 3:2:")

I tried all test*thread*py. test_threadsignals leaks a reference... even without my patch, so I opened a new issue: #7825.