While waiting for ESRI support to respond, I found a work around. Using the pyodbc python library, I was able to replace the following line in my script
arcpy.CreateRole_management(my_connection.sde, "EDITOR", "GRANT", "My Domain\Domain Users")
with
import odbc
conn = pyodbc.connect(r'DRIVER={ODBC Driver 11 for SQL Server};SERVER=MySqlServerInstance;DATABASE=my_database_name;Trusted_Connection=yes;')
cursor = conn.cursor()
cursor.execute("CREATE ROLE EDITOR AUTHORIZATION DBO")
cursor.execute("CREATE USER [My Domain\Domain Users]")
cursor.execute("EXEC sp_addrolemember 'EDITOR', 'My Domain\Domain Users'")
conn.commit()
conn.close()
I hope it helps someone else who doesn't like to wait
-WW