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If all you need is that
with foo:
 pass
guarantees that either both or neither of __enter__ and __exit__ are called, for C context managers, and only C context managers, then the fix is trivial.
To protect Python code would need a custom context manager wrapper
with ProtectsAgainstInterrupt(user_ctx_mngr()):
 do_stuff()
ProtectsAgainstInterrupt would need to be implemented in C and install a custom signal handler.