Extended Description

This happens when liblldb.dll depends on non-system libraries (e.g. libxml2.dll).

To reproduce this issue, build LLDB with LibXML2 and run python_d -c "import _lldb".
The error will be "ImportError: DLL load failed while importing _lldb: The specified module could not be found". Neither PATH nor PYTHONPATH makes a difference.

Since version 3.8, Python stopped searching dlls in directories specified by PATH.
Now such paths should be specified by calling add_dll_directory() (https://docs.python.org/3.8/whatsnew/3.8.html#bpo-36085-whatsnew).

Seems like the function call should be placed in bindings/python.swig right before importing _lldb, however, I don't see a way to determine paths to dependencies there.