Bug reported in the sqlalchmey issue tracker but from @zzzeek's point of view, it's pymysql side bug.
This will cause a serious bug "transaction partial succeeding" when greenlet timed out and killed by gevent.
Original issue here: https://bitbucket.org/zzzeek/sqlalchemy/issue/3258/a-gevent-killed-greenlet-causes-pymysql
Reproduce script: