Windows 10 (or Windows 7)
wxPython 4.0.6 (pip)
Python 3.7.3 [32bit]
From what I can tell, it seems that I'm able to somehow select the label from behind the TextCtrl and trigger a second edit label instance that can't be closed.
Or maybe KillFocus doesn't trigger correctly? I dunno.
Here's me reproducing it with the example from wxDemo:

Another example (from another GUI):
