Message 400207 - Python tracker

Quoting msg400205 by Petr in bpo-42064:
I think the module could use a more comprehensive review for GIL handling, rather than doing it piecewise in individual PRs. I recommend that any function passed to SQLite (and only those) should
  - be named `*_callback`, for clarity
  - acquire the GIL at the very start
  - release the GIL at the very end