Building master (df303ceb650521dc7b1ba91e0eea383c387a5860) on Linux Mint 19.3 (x86_64, bionic codebase):
 0$ ./configure --with-sanitizers=thread && make clean && make
 1$ TSAN_OPTIONS="suppressions=test/sanitizer_suppressions/tsan" ./src/test/test_bitcoin --run_test=wallet_tests/CreateWalletFromFile
 2Running 1 test case...
 3WARNING: too long mutex cycle found
 4WARNING: too long mutex cycle found
 5WARNING: too long mutex cycle found
 6WARNING: too long mutex cycle found
 7WARNING: too long mutex cycle found
 8==================
 9WARNING: ThreadSanitizer: lock-order-inversion (potential deadlock) (pid=31793)
10  Cycle in lock order graph: M134059 (0x7b6400004cc8) => M133094 (0x56527c390c60) => M134059
11
12  Mutex M133094 acquired here while holding mutex M134059 in main thread:
13    [#0](/bitcoin-bitcoin/0/) pthread_mutex_lock <null> (libtsan.so.0+0x3fadb)
14    [#1](/bitcoin-bitcoin/1/) __gthread_mutex_lock /usr/include/x86_64-linux-gnu/c++/7/bits/gthr-default.h:748 (test_bitcoin+0xd17c11)
15    [#2](/bitcoin-bitcoin/2/) __gthread_recursive_mutex_lock /usr/include/x86_64-linux-gnu/c++/7/bits/gthr-default.h:810 (test_bitcoin+0xd17c11)
16    [#3](/bitcoin-bitcoin/3/) std::recursive_mutex::lock() /usr/include/c++/7/mutex:107 (test_bitcoin+0xd17c11)
17    [#4](/bitcoin-bitcoin/4/) std::unique_lock<std::recursive_mutex>::lock() /usr/include/c++/7/bits/std_mutex.h:267 (test_bitcoin+0xd17c11)
18    [#5](/bitcoin-bitcoin/5/) UniqueLock<AnnotatedMixin<std::recursive_mutex>, std::unique_lock<std::recursive_mutex> >::Enter(char const*, char const*, int) sync.h:131 (test_bitcoin+0xd17c11)
19    [#6](/bitcoin-bitcoin/6/) UniqueLock<AnnotatedMixin<std::recursive_mutex>, std::unique_lock<std::recursive_mutex> >::UniqueLock(AnnotatedMixin<std::recursive_mutex>&, char const*, char const*, int, bool) sync.h:152 (test_bitcoin+0xd17c11)
20    [#7](/bitcoin-bitcoin/7/) CWallet::CreateWalletFromFile(interfaces::Chain&, WalletLocation const&, bilingual_str&, std::vector<bilingual_str, std::allocator<bilingual_str> >&, unsigned long) wallet/wallet.cpp:4004 (test_bitcoin+0xd397de)
21    [#8](/bitcoin-bitcoin/8/) TestLoadWallet wallet/test/wallet_tests.cpp:37 (test_bitcoin+0x703587)
22    [#9](/bitcoin-bitcoin/9/) wallet_tests::CreateWalletFromFile::test_method() wallet/test/wallet_tests.cpp:782 (test_bitcoin+0x72013e)
23    [#10](/bitcoin-bitcoin/10/) CreateWalletFromFile_invoker wallet/test/wallet_tests.cpp:700 (test_bitcoin+0x721452)
24    [#11](/bitcoin-bitcoin/11/) boost::detail::function::void_function_invoker0<void (*)(), void>::invoke(boost::detail::function::function_buffer&) /usr/include/boost/function/function_template.hpp:118 (test_bitcoin+0xe05fb)
25    [#12](/bitcoin-bitcoin/12/) boost::detail::function::function_obj_invoker0<boost::detail::forward, int>::invoke(boost::detail::function::function_buffer&) <null> (libboost_unit_test_framework.so.1.65.1+0x4b2cd)
26    [#13](/bitcoin-bitcoin/13/) __libc_start_main <null> (libc.so.6+0x21b96)
27
28    Hint: use TSAN_OPTIONS=second_deadlock_stack=1 to get more informative warning message
29
30  Mutex M134059 acquired here while holding mutex M133094 in main thread:
31    [#0](/bitcoin-bitcoin/0/) pthread_mutex_lock <null> (libtsan.so.0+0x3fadb)
32    [#1](/bitcoin-bitcoin/1/) __gthread_mutex_lock /usr/include/x86_64-linux-gnu/c++/7/bits/gthr-default.h:748 (test_bitcoin+0x71e053)
33    [#2](/bitcoin-bitcoin/2/) __gthread_recursive_mutex_lock /usr/include/x86_64-linux-gnu/c++/7/bits/gthr-default.h:810 (test_bitcoin+0x71e053)
34    [#3](/bitcoin-bitcoin/3/) std::recursive_mutex::lock() /usr/include/c++/7/mutex:107 (test_bitcoin+0x71e053)
35    [#4](/bitcoin-bitcoin/4/) AnnotatedMixin<std::recursive_mutex>::lock() sync.h:90 (test_bitcoin+0x71e053)
36    [#5](/bitcoin-bitcoin/5/) operator() wallet/test/wallet_tests.cpp:780 (test_bitcoin+0x71e053)
37    [#6](/bitcoin-bitcoin/6/) _M_invoke /usr/include/c++/7/bits/std_function.h:316 (test_bitcoin+0x71e677)
38    [#7](/bitcoin-bitcoin/7/) std::function<void (std::unique_ptr<interfaces::Wallet, std::default_delete<interfaces::Wallet> >)>::operator()(std::unique_ptr<interfaces::Wallet, std::default_delete<interfaces::Wallet> >) const /usr/include/c++/7/bits/std_function.h:706 (test_bitcoin+0xd39850)
39    [#8](/bitcoin-bitcoin/8/) CWallet::CreateWalletFromFile(interfaces::Chain&, WalletLocation const&, bilingual_str&, std::vector<bilingual_str, std::allocator<bilingual_str> >&, unsigned long) wallet/wallet.cpp:4006 (test_bitcoin+0xd39850)
40    [#9](/bitcoin-bitcoin/9/) TestLoadWallet wallet/test/wallet_tests.cpp:37 (test_bitcoin+0x703587)
41    [#10](/bitcoin-bitcoin/10/) wallet_tests::CreateWalletFromFile::test_method() wallet/test/wallet_tests.cpp:782 (test_bitcoin+0x72013e)
42    [#11](/bitcoin-bitcoin/11/) CreateWalletFromFile_invoker wallet/test/wallet_tests.cpp:700 (test_bitcoin+0x721452)
43    [#12](/bitcoin-bitcoin/12/) boost::detail::function::void_function_invoker0<void (*)(), void>::invoke(boost::detail::function::function_buffer&) /usr/include/boost/function/function_template.hpp:118 (test_bitcoin+0xe05fb)
44    [#13](/bitcoin-bitcoin/13/) boost::detail::function::function_obj_invoker0<boost::detail::forward, int>::invoke(boost::detail::function::function_buffer&) <null> (libboost_unit_test_framework.so.1.65.1+0x4b2cd)
45    [#14](/bitcoin-bitcoin/14/) __libc_start_main <null> (libc.so.6+0x21b96)
46
47SUMMARY: ThreadSanitizer: lock-order-inversion (potential deadlock) (/usr/lib/x86_64-linux-gnu/libtsan.so.0+0x3fadb) in __interceptor_pthread_mutex_lock
48==================
49WARNING: too long mutex cycle found
50WARNING: too long mutex cycle found
51WARNING: too long mutex cycle found
52WARNING: too long mutex cycle found
53WARNING: too long mutex cycle found
54WARNING: too long mutex cycle found
55WARNING: too long mutex cycle found
56WARNING: too long mutex cycle found
57WARNING: too long mutex cycle found
58WARNING: too long mutex cycle found
59
60*** No errors detected
61ThreadSanitizer: reported 1 warnings
The ThreadSanitizer does not report this issue on CI as the binaries are built with the --disable-wallet option: https://github.com/bitcoin/bitcoin/blob/df303ceb650521dc7b1ba91e0eea383c387a5860/ci/test/00_setup_env_native_tsan.sh#L14
UPDATE: This issue is caused by #16426 that has been merged on 2020-05-01.