I'm afraid while https://github.com/apache/arrow/pull/4685 fixed the macOS wheels for python 3, but the python 2.7 wheel is still broken (with a different error):
I tried the same hack as in https://github.com/apache/arrow/pull/4685 for libcares but it doesn't work (removing the .dylib fails one of the earlier build steps). I think the only way to go forward on this is to compile grpc ourselves. My attempt to do this in https://github.com/apache/arrow/compare/master...pcmoritz:mac-wheels-py2 fails because OpenSSL is not found even though I'm specifying the OPENSSL_ROOT_DIR (see https://travis-ci.org/pcmoritz/crossbow/builds/550603543). Let me know if you have any ideas how to fix this!