Cannot run tests succesfully

Problem:

I am trying to run tests for `python-package` following [this documentation](https://catboost.ai/en/docs/concepts/development-and-contributions#run-tests) but getting multiple errors.

Using command `../../../../ya make -t -A -k --test-disable-timeout` (`-k` and `--test-disable-timeout` were recommended in catboost telegram group) some tests succeed but still getting 14 errors. Full output is available [here](https://gist.github.com/tu-artem/a779f2a1c0170182136d765da1bde5fd)

I've also tried providing flags to use local version of python but command `../../../../ya make -t -A -k -DUSE_ARCADIA_PYTHON=no -DOS_SDK=local -DPYTHON_CONFIG=$(pyenv prefix)/bin/python3-config` fails with even more [errors](https://gist.github.com/tu-artem/3cda058e9b822c0b4aa6ce19d0cc0aa6)

Trying on Mac, [here](https://gist.github.com/tu-artem/0b96bc6738bdfb7d4735be63033cc892) is some system details

Hovewer, build works fine using `../../../ya make -r -DUSE_ARCADIA_PYTHON=no -DOS_SDK=local -DPYTHON_CONFIG=python3-config -DHAVE_CUDA=no` as well as `python mk_wheel.py --build-widget no -DUSE_ARCADIA_PYTHON=no -DPYTHON_CONFIG=python3-config -DHAVE_CUDA=no
`