https://github.com/iceland2k14/secp256k1 uses VanitySearch, albertobsd_keyhynt, KeyHunt Cuda code base and some personal implemented functions.
The fact that source code is kept secret is not some positive in that case.
Since it is possible to put payload to functions. In that case you can disassemble .dll or .so and see that it has no malicious functionality.
Or use firewall to see all network activity.
From what I know iceland library has no malicious code in it.
Using multithreading for such purposes is only good if you do not use computer for other tasks.
I can run two CPU single-threaded bruteforce programs and use browser, watch video and even play a game.
Python can never be a good choice for fast code. It is good to try out something fast.
Real-deal programs use C/C++ and CUDA.