> The OS X buildbots show some failures:

It seems to fail consistently on every OS X version.
I've had another look both at the code and the test, and couldn't find anything wrong with it.
Since there are a number of known bugs pertaining to FD passing on OS X - even on recent versions - I'd suggest to skip those tests on this platform.
As for sendto/sendmsg not being interrupted by the signal, I'd be curious to see if running test_socket alone solves the problem (just to make sure no other thread is running, which might receive the signal).