Is there any real documentation for the Python Azure IoTHub SDK?  I have found a few code samples but nothing comprehensive.  It's also hard to correlate with the documentation for other language SDK's as they all seem slightly different.  Even the source code is not good documentation as it's actually a wrapper over C++.
I'd like to be able to take advantage of all the features, but I can't.  For instance in the code samples we see send_confirmation_callback, receive_message_callback, device_twin_callback, device_method_callback, and blob_upload_conf_callback, and it's not clear to me what these all do, or what other kinds of callbacks there might be.
Am I missing it or does it not exist?
This is really disappointing that as of July 2019, no documentation/API reference is available for Azure IOT suite's python SDK. What we have is a git repository with uncommented C-code or some sample programs.
To answer your question, No, there is no documentation as of now. I personally had to add dotnet in my stack only to get it working. Though working with python SDK would make life marginally better if there WAS a python SDK. The current one is simply a wrapper on created with BOOST. However, you can look into the API references for dotnet SDK and then moving back to the so-called Python SDK get's relatively easier. 
-Cheers (:
Documentation for Python Azure IoTHub SDK