Message 400712 - Python tracker

Here's a gotcha you might not be aware of:
`create_callback_context` stashes away a pointer to `state`. I don't think we can prove that the `state` will always outlive the callback_context after it'll become possible to deallocate the module

The state doesn't have a refcount, but it is owned by a module object, so callback_context should own a reference to the module object.