Shelf.__setitem__ (which is called from __del__ when writeback is enabled) references globals. This was causing exceptions on interpreter shutdown (due to another exception) for me. I have attached a patch which stores the relevant globals in the Shelf object.
Could you add a comment above the lines defining self._BytesIO, describing why they're being set? Someone else might see them as unnecessary and rip them out if there's no explanation. Can a test launch Python in a subprocess, set up the appropriate data structure, let the subprocess Python shutdown, then check the subprocess's stderr for the error? It's a little convoluted, but perhaps it could be built into a general utility function that could be used to test __del__ methods in other modules, too. Not sure that it's worth the effort though.
