Actually, your code can deadlock since ENTER_HASHLIB doesn't release the
GIL. Think about it:

// Thread A is here, holding the GIL and waiting for self->lock to be 
// released by thread B
ENTER_HASHLIB(self)
Py_BEGIN_ALLOW_THREADS
// Thread B is here, holding self->lock and waiting for the GIL to be
// released by thread A
Py_END_ALLOW_THREADS
LEAVE_HASHLIB(self)