The AssertionError in Brian's initial post indicates that the test is too restrictive. Though the discussion here has talked about removing the popups altogether, the test passes on Windows with a small change: instead of assertEqual(), I used

    self.assertTrue(err.rstrip().startswith(
                    b'Fatal Python error:'
                    b' PyThreadState_Get: no current thread'))

Patch attached. As this seems to be a sufficiently specific test, but not too specific, I'd like to apply this patch soon, unless someone thinks the test needs to stay exactly like it is.