Because of a bug, warnings were not emitted during Python shutdown. I fixed the bug in issue #19424, and now Python crashs when a warning is emitted during shutdown.
See also issue #19421: "FileIO destructor imports indirectly the io module at exit".
The warnings module uses globals()['__name__'] to get the name of the current module. The bug was the during Python shutdown, the module is None and _PyUnicode_AsString(None) was raising an exception (in setup_context() of _warnings.c) and so the warning was not emitted. For example, FileIO destructor emits a warning when a unclosed file is destroyed. The destructor removes the exception raised the warning module.