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I did some test runs with rwalk_dynesty setting and it turned out the first were badly tuned; dynesty actually through warnings about the walks being extremely inefficient but those only got printed in bulk at the very end of the log file, after the run finished, not when they occurred. So I suspect there's a missing flush of some sort somewhere.

My use case is parallel_bilby, but I'm opening the issue here since I assume it's calling dynesty by way of the main bilby package, or at least the same workaround would go into both...?

Reported before to @gregory.ashton who thinks this could be fixed on bilby's side.