diff --git a/hypothesis-python/RELEASE.rst b/hypothesis-python/RELEASE.rst
new file mode 100644
index 0000000000..75347a5ebc
--- /dev/null
+++ b/hypothesis-python/RELEASE.rst
@@ -0,0 +1,5 @@
+RELEASE_TYPE: patch
+
+This patch fixes some type annotations for Python 3.9 and earlier (:issue:`3397`),
+and teaches :ref:`explain mode <phases>` about certain locations it should not
+bother reporting (:issue:`3439`).
diff --git a/hypothesis-python/src/hypothesis/internal/scrutineer.py b/hypothesis-python/src/hypothesis/internal/scrutineer.py
index 0a63508699..030b0b6eb7 100644
--- a/hypothesis-python/src/hypothesis/internal/scrutineer.py
+++ b/hypothesis-python/src/hypothesis/internal/scrutineer.py
@@ -12,6 +12,7 @@
 from collections import defaultdict
 from functools import lru_cache, reduce
 from itertools import groupby
+from os import sep
 from pathlib import Path
 
 from hypothesis._settings import Phase, Verbosity
@@ -45,6 +46,20 @@ def trace(self, frame, event, arg):
                 self._previous_location = current_location
 
 
+UNHELPFUL_LOCATIONS = (
+    # There's a branch which is only taken when an exception is active while exiting
+    # a contextmanager; this is probably after the fault has been triggered.
+    # Similar reasoning applies to a few other standard-library modules: even
+    # if the fault was later, these still aren't useful locations to report!
+    f"{sep}contextlib.py",
+    f"{sep}inspect.py",
+    f"{sep}re.py",
+    f"{sep}re{sep}__init__.py",  # refactored in Python 3.11
+    # Quite rarely, the first AFNP line is in Pytest's assertion-rewriting module.
+    f"{sep}_pytest{sep}assertion{sep}rewrite.py",
+)
+
+
 def get_explaining_locations(traces):
     # Traces is a dict[interesting_origin | None, set[frozenset[tuple[str, int]]]]
     # Each trace in the set might later become a Counter instead of frozenset.
@@ -84,7 +99,13 @@ def get_explaining_locations(traces):
             else:
                 queue.update(cf_graphs[origin][src] - seen)
 
-    return explanations
+    # The last step is to filter out explanations that we know would be uninformative.
+    # When this is the first AFNP location, we conclude that Scrutineer missed the
+    # real divergence (earlier in the trace) and drop that unhelpful explanation.
+    return {
+        origin: {loc for loc in afnp_locs if not loc[0].endswith(UNHELPFUL_LOCATIONS)}
+        for origin, afnp_locs in explanations.items()
+    }
 
 
 LIB_DIR = str(Path(sys.executable).parent / "lib")
@@ -98,7 +119,6 @@ def get_explaining_locations(traces):
 def make_report(explanations, cap_lines_at=5):
     report = defaultdict(list)
     for origin, locations in explanations.items():
-        assert locations  # or else we wouldn't have stored the key, above.
         report_lines = [
             "        {}:{}".format(k, ", ".join(map(str, sorted(l for _, l in v))))
             for k, v in groupby(locations, lambda kv: kv[0])
@@ -107,7 +127,8 @@ def make_report(explanations, cap_lines_at=5):
         if len(report_lines) > cap_lines_at + 1:
             msg = "        (and {} more with settings.verbosity >= verbose)"
             report_lines[cap_lines_at:] = [msg.format(len(report_lines[cap_lines_at:]))]
-        report[origin] = list(EXPLANATION_STUB) + report_lines
+        if report_lines:  # We might have filtered out every location as uninformative.
+            report[origin] = list(EXPLANATION_STUB) + report_lines
     return report
 
 
diff --git a/hypothesis-python/tests/cover/test_stateful.py b/hypothesis-python/tests/cover/test_stateful.py
index dbbb911f9e..a3dd7cca79 100644
--- a/hypothesis-python/tests/cover/test_stateful.py
+++ b/hypothesis-python/tests/cover/test_stateful.py
@@ -19,6 +19,7 @@
 from hypothesis.control import current_build_context
 from hypothesis.database import ExampleDatabase
 from hypothesis.errors import DidNotReproduce, Flaky, InvalidArgument, InvalidDefinition
+from hypothesis.internal.compat import PYPY
 from hypothesis.internal.entropy import deterministic_PRNG
 from hypothesis.stateful import (
     Bundle,
@@ -676,10 +677,10 @@ def rule_1(self):
     with pytest.raises(ValueError) as err:
         run_state_machine_as_test(BadRuleWithGoodInvariants)
 
-    result = "\n".join(err.value.__notes__)
+    result = "\n".join(err.value.__notes__[:-1])  # omit location - absolute paths vary
     assert (
         result
-        == """
+        == """\
 Falsifying example:
 state = BadRuleWithGoodInvariants()
 state.invariant_1()
@@ -691,8 +692,11 @@ def rule_1(self):
 state.invariant_2()
 state.invariant_3()
 state.rule_1()
-state.teardown()
-""".strip()
+state.teardown()"""
+        + """
+Explanation:
+    These lines were always and only run by failing examples:"""
+        * (not PYPY)
     )
 
 
diff --git a/hypothesis-python/tests/nocover/test_scrutineer.py b/hypothesis-python/tests/nocover/test_scrutineer.py
index b24033a170..b0050320e7 100644
--- a/hypothesis-python/tests/nocover/test_scrutineer.py
+++ b/hypothesis-python/tests/nocover/test_scrutineer.py
@@ -79,3 +79,25 @@ def test_no_explanations_if_deadline_exceeded(code, testdir):
     code = code.replace("AssertionError", "DeadlineExceeded(timedelta(), timedelta())")
     pytest_stdout, _ = get_reports(DEADLINE_PRELUDE + PRELUDE + code, testdir=testdir)
     assert "Explanation:" not in pytest_stdout
+
+
+NO_SHOW_CONTEXTLIB = """
+from contextlib import contextmanager
+from hypothesis import given, strategies as st, Phase, settings
+
+@contextmanager
+def ctx():
+    yield
+
+@settings(phases=list(Phase))
+@given(st.integers())
+def test(x):
+    with ctx():
+        assert x < 100
+"""
+
+
+@pytest.mark.skipif(PYPY, reason="Tracing is slow under PyPy")
+def test_skips_uninformative_locations(testdir):
+    pytest_stdout, _ = get_reports(NO_SHOW_CONTEXTLIB, testdir=testdir)
+    assert "Explanation:" not in pytest_stdout