Debugging callout library <DYNAMIC LIBRARY LOAD>

I have a simple callout library:

#define ZF_DLL
#include 
#include 
#undef ERROR

int GetRandom(double* random) {
   // Py_Initialize();
   // Py_Finalize();
   *random = 1.0;
   return ZF_SUCCESS;
}

int main(int argc, char **argv)
{
   printf("Random: ");
   double random=0;
   GetRandom(&random);
   printf("%lf", random);
   return 0;
}

ZFBEGIN
    ZFENTRY("GetRandom","D",GetRandom)
ZFEND

I compile this code as a shared library and it works fine with:

set path = "library.dll"
write $ZF(-3, path, "GetRandom")

It also compiles and works as an executable.

However, when I uncomment these lines:

   Py_Initialize();
   Py_Finalize();

Shared library compiles, but I get <DYNAMIC LIBRARY LOAD> exception.
Executable version works without errors.

How can I debug this further?