I think if you wrote a new dynamic scripting language from scratch with the intention that it be threaded that you could probably come up with something. Python is blocked from it not because it is impossible, but because they've been unwilling to orphan all their C extensions.

The problem is that while it may raise hackles when stated so bluntly, dynamic scripting languages are generally on their way out anyhow (although they have a ways to go before that is even generally recognized, and even longer before they're legacy; we're talking plural decades for the whole process here), and also, fighting really hard to get threading into a language that is also intrinsically slow is just not the sort of compelling end-point that would inspire an author to create it, and a community to back it up. Why would you want a "threaded scripting language" that literally takes a 32-core machine to catch up to what numerous languages would be capable of doing on a single core? (A new language will have a long ways to go before it can match a good JS VM. Look at Perl 6/Raku's performance history.) Especially since such a language would be racing things like Nim, Crystal, a D revitalization, and several other contenders who are getting 90% of the convenience of scripting languages while getting 90% (or more) of the performance of compiled ones.