Hi,
I had the same problem, downgrading to JupyterLab 0.32.0 didn't help either. I found that JupyterLab would honour PYTHONPATH (set in my ~/.bash_profile) when initiated from terminal (jupyter lab). However PYTHONPATH would not be honoured when initiated from the Anaconda Navigator. Maybe you are having a similar problem, and it appears to be a problem with Anaconda for me.
NB. the Jupyter Notebooks don't have this problem. And when they are initiated a terminal instance is opened. This is not the case when Lab is initiated from the Anaconda Navigator- no terminal instance is opened.
Cheers,
Paddy