Continuing on from #488, wxPython 4.1 has several changes and methods we want (e.g. for high DPI - see #555), so let's upgrade to it to iron out issues that we might hit.
Do note that 4.1.x is an 'unstable' series of releases - but after switching away from wx.ProgressDialog (which is super broken on 4.1, see wxWidgets/Phoenix#1610 and wxWidgets/Phoenix#1871), they seem entirely usable.
Also of note: wxWidgets/Phoenix#1876

Related to #460 as well - all future 4.1.x versions will be py3 only.