If you have to, always use underscores _.
Using a dot . would not even work, otherwise
from scons.config import whatever
would break.
But PEP 8 clearly describes it:
Package and Module Names
Modules should have short, all-lowercase names. Underscores can be used
in the module name if it improves readability. Python packages should
also have short, all-lowercase names, although the use of underscores is
discouraged.
UPDATE:
To directly target your question: I think sconsconfig is fine. It is not too long and quite readable.
But honestly, I don’t think anyone will blame you if you use underscores and your code will run with either decision. There is always a certain level where you should not care that much anymore.