I am running py2exe 0.9.3.0 using the wheel file with Anaconda 3-2018.12 (Python 3.7). As a first test I followed the steps here http://www.py2exe.org/index.cgi/Tutorial. Python hangs when I run the setup script. The issue appears to be in bind_image in dllfinder.py. I added some debug to print the imagename variable and it prints the following:
c:\temp\Continuum\anaconda3\DLLs\select.pyd
c:\temp\Continuum\anaconda3\VCRUNTIME140.dll
c:\Windows\system32\WS2_32.dll
c:\Windows\system32\KERNEL32.dll

I am running on 64bit Windows 7.

Thanks for your help.