bpo-39797 Changes to socketserver.BaseServer's shutdown() method. (GH-18929)

Automerge-Triggered-By: @ned-deily
(cherry picked from commit 2de7ac9)

Co-authored-by: amaajemyfren <[email protected]>

Author: miss-islington

Doc/library/socketserver.rst

@@ -237,6 +237,8 @@ Server Objects
    .. method:: shutdown()
 
       Tell the :meth:`serve_forever` loop to stop and wait until it does.
+      :meth:`shutdown` must be called while :meth:`serve_forever` is running in a
+      different thread otherwise it will deadlock.
 
 
    .. method:: server_close()