[issue33030] GetLastError() may be overwritten by Py_END_ALLOW_THREADS

[Steve Dower]

Steve Dower <steve.dower at python.org> added the comment:

> Before take_gil() knows whether it has to do any work

I thought we had a check for when the GIL was not even initialized, but that doesn't seem to exist in master any more.

Preserving GetLastError() at the same place we do errno is probably sufficient. There shouldn't be any more of a performance penalty (and maybe we don't have to preserve errno on Windows? That will save a TLS lookup at least)

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<https://bugs.python.org/issue33030>
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