[BUG] A dynamic link library (DLL) initialization routine failed when statically invoking globals() with Python 3.8

Issue description

Saving pybind11::globals() in a class static variable throws a Python interpreter' s exception under Windows 10 with Python 3.8 but it works with Python 3.7. I compile my code with MSVC 19.27.29111.0 (Visual Studio 16 2019 build tools called from cmake).

The exception is: ImportError: DLL load failed while importing __pybind11_debug: A dynamic link library (DLL) initialization routine failed.

Reproducible example code

Here is a minimal code that crashes on Windows 10 with Python 3.8 (using the command line C:\Users\vagrant\AppData\Local\Programs\Python\Python38\python.exe -c "import __pybind11_debug"):

#include <pybind11/pybind11.h>

namespace py = pybind11;

struct A {
    inline static py::object globals = py::globals();
};

PYBIND11_MODULE(__pybind11_debug, m) {
     py::class_<A> py_a(m, "A");
}

The same code perfectly works with Python 3.7 on Windows 10 (and also with Python 3.7 and 3.8 on Linux and MacOS).

Note: storing pybind11::globals() in a class static variable might seem silly and useless. I actually need to store py::globals()["__builtins__"]["NotImplemented"] that my real code calls millions of time (thus I want to save millions of dictionary key searches).

Start with the minimal C++ reproducer in the issue and run the Python 3.8 command that imports __pybind11_debug on Windows. Investigate the static py::globals initialization path and compare it with Python 3.7 and other platforms; done means the reproducer imports successfully on Python 3.8 without losing the intended cached globals access.