I am using pytest to run tests and, during the execution of a test, interrupted with ctrl-C. 
No matter how many times I ctrl-C to get out of the test session (I've also tried ctrl-D to get out of the environment I'm using), my terminal prompt does not return.
I accidentally pressed F as well... test.py ^CF^C Does the F have something to do with my being stuck in the captured stderr section and the prompt not returning?
Are there any logic explanations why I'm stuck here, and if so, are there any alternatives to exiting this state without closing the window and force exiting the session?
I would suggest trying control-Z.  That should suspend it; you can then do kill %1 (or kill -9 %1) to kill it (assuming you don't have anything else running in the background)
What I'm guessing is happening (from personal experience) is that one of your tests is running in a try / except that is catching all exceptions (including the keyboard interrupt which control c triggers) and is inside a while loop / ignoring the exception.
Unable to exit with ^C