Uncaught exception in ZMQStream callback - ValueError: signal only works in main thread

```
ERROR:tornado.general:Uncaught exception in ZMQStream callback
Traceback (most recent call last):
File "/usr/lib/python3.7/site-packages/zmq/eventloop/zmqstream.py", line 432, in _run_callback
callback(*args, **kwargs)
File "/usr/lib/python3.7/site-packages/tornado/stack_context.py", line 277, in null_wrapper
return fn(*args, **kwargs)
File "/usr/lib/python3.7/site-packages/ipykernel/kernelbase.py", line 283, in dispatcher
return self.dispatch_shell(stream, msg)
File "/usr/lib/python3.7/site-packages/ipykernel/kernelbase.py", line 233, in dispatch_shell
self.pre_handler_hook()
File "/usr/lib/python3.7/site-packages/ipykernel/kernelbase.py", line 248, in pre_handler_hook
self.saved_sigint_handler = signal(SIGINT, default_int_handler)
File "/usr/lib/python3.7/signal.py", line 47, in signal
handler = _signal.signal(_enum_to_int(signalnum), _enum_to_int(handler))
ValueError: signal only works in main thread
```

After installing the newest versions of all Jupyter's dependencies, the notebook server crashes with multiple times this message whenever I try to run anything. Running 5.3.0 so it might be fixed as of now.

Edit: ipython/ipython#11026 looks somewhat similar.

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Originally opened as ipython/ipython#11258 by @louwers, migration requested by @Carreau