q = Queue()
threads = []
for i in range(CONCURRENT):
    session = requests.session()
t = MyAwesomeThread(session, q)
t.daemon = True
threads.append(t)
for url in buildurls():
    q.put_nowait((url, host))
for t in threads:
    t.start()
Пул grequests с несколькими request.session?