Properly raise exceptions that occur during parallel build #2948
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Motivation
Currently, when one of the Cython extensions fails to compile in a parallel build process, it does not stop the build. In the best case scenario the process will fail during install step with a cryptic:
or in the worst case it will silently create a faulty wheel that will install yt, which will fail during import.
This PR properly raises any exception raised in parallel build threads resulting in fatal error stopping the entire install process after build extensions phase.
How to test?