You can track data to your run from many threads within one Python process - Neptune client library is thread-safe.
Order of tracking call
Within one Python script, tracking calls from one run are executed in First In, First Out (FIFO) order. That being said, it is advised not to modify one variable from many threads to avoid potential race condition issues.
You can track data to many runs at the same time (e.g. from your Jupyter notebook). Each run has a separate FIFO queue and a separate synchronization thread in asynchronous (default) mode.