Hello!
Thanks a lot for the tip!
While MATH_NO_PLUGIN_MANAGER didn’t really help - I don’t think the alternate code has been tested recently because it does not compile - I found a solution anyway:
Adding a guarding mutex just in front of the plugin manager call in Factory.cxx solcves the problem, and my little example script is now happily fitting 
I submitted a bug report with the changed file:
sft.its.cern.ch/jira/browse/ROOT-5335
Thanks a lot,
Andreas