I am not OP, but, I have successfully used the Micropython multithreading support. I believe it is marked as such in the docs since they are reserving the right

I am not OP, but, I have successfully used the Micropython multithreading support. I believe it is marked as such in the docs since they are reserving the right to change the API, not because it doesn't work. That said, I've generally found the C SDK easier to work in. Copying large micropython libraries over USB to the Pico on OSX has been a massive headache.