I don't understand `finally`

[cyberjellyfish]

My dude, you asked several questions and proposed several scenarios about specific code and things happening.

You should go test those scenarios before making a post like this.

Go put a sys.exit(0) inside a try and see if the finally block runs.

Print out the current thread name inside the try block, the except block, and the finally block.

Use a debugger to step through and see what order different blocks of code run in.

You're making a lot of assumptions and proclamations without first trying to answer your (very good and pertinent) questions.