If it takes several seconds to set up a test, I would give this a try:

  - start a test from the IDE,
  - wait a second or so,
  - manually pause all threads,
  - look at the stacks of the threads.

Might take two or three attempts, but likely should learn you a lot. Alternatively, use a real profiler to find the call(s) that take lots of time.

Try an strace?

    strace -e trace=network ./run_my_unit_tests

Also -f so it follows forking (I always forget that the first time, swear, and have to re-run strace with it)

What OS are you running? It's pretty straightforward to get going on OSX in my experience.

mocking/replacing the http/urllibs? save a traceback when a connection is made?