* Creating standalone executables / installers for the app itself is already not so easy (I use - and recommend - PyInstaller ).
* Code signing the executables so users don't get an ugly "this app is untrusted" warning is tedious for the three different platforms
* Auto-updating is a pain to implement as well. I'm using Google Omaha (same as Chrome) on Windows , Sparkle on Mac  and Debian packages / fpm on Linux . In total, I probably spent two to three months just on auto-update functionality.
* You really can tell that Qt is "drawing pixels on screen". Sometimes you have to draw pixels / perform pixel calculations yourself. The built-in "CSS" engine QSS works to some extent, but often has unpredictable results and weird edge cases.
I considered Electron as well. But its startup performance is just prohibitive. I blogged about this (and which other technologies I considered) .
I've been wondering for a while whether I should not open source my solutions to all of the above problems, to save other people the months required getting everything to work. Would anybody be interested in that? It would be something like a PyQt alternative for Electron.
 People are very interested so I'm starting a MailChimp list. If you want to know if/when I open source a solution then please subscribe at http://eepurl.com/ddgpnf.
We made a MVP using Electron but had to ditch it because of performance issues. PyQt seems like the best alternative, but the pain points you described were hard obstacles in the beginning.
* We gave up on making Omaha work, after some wasted weeks, and are using pywinsparkle to autoupdate on windows.
* The QSS feels buggy all around, the "border-radius" property is one of the simplest examples of that.
Would greatly appreciate some open-source solutions, examples or simply some blog posts of best-practices and how you are managing these pain points. :)
Python's Achilles heel, this is what caused me to walk away from Python. I usually make short very specific programs and I work on multiple of sites. Python was a pain to make executables. I now try to use Racket for everything and it makes executableson Windows, Linux and Mac.
Has things really improved the last 2 years?
Just as anecdata, I've tried out Qt w/C++ a bit earlier and what I tried, I found good. And I wrote some simple wxPython GUI wrappers for my xtopdf toolkit, that experience was good too.
I've also tried out PyInstaller a bit for both simple CLI and GUI (wxPython again) apps; that worked well too. It's an interesting piece of technology; I think it must be doing a lot of stuff.
I suppose the issue is distributing python.