Eryk Sun added the comment:
msvcrt set_error_mode, CrtReportMode, CrtReportFile and the associated CRT constants should be documented for use with debug builds. Also, msvcrt is missing the set_error_mode constants _OUT_TO_DEFAULT, _OUT_TO_STDERR, _OUT_TO_MSGBOX, and _REPORT_ERRMODE.
SetErrorMode [1] and the SEM_* constants are defined in msvcrt, for convenience I suppose. They're not related to the CRT. I think they should be aliased in the os module and documented there. GetErrorMode [2] can also be provided in Python 3.5+. It would be useful to also provide SetThreadErrorMode [3] and GetThreadErrorMode conditionally in Windows 7+, which is practically all Windows users nowadays.
[1]: https://msdn.microsoft.com/en-us/library/ms680621
[2]: https://msdn.microsoft.com/en-us/library/ms679355
[3]: https://msdn.microsoft.com/en-us/library/dd553630
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