I'd recommend using sliding_window_view. Change:

nStencil = 3
x_neighbours = (
   x[indexStart:indexStop]
   for indexStart, indexStop in zip(
      (None, *range(1,nStencil)),
      (*range(1-nStencil,0), None),
   )
)

To:

nStencil = 3
sliding_view = sliding_window_view(x, nStencil) 
x_neighbours = tuple(sliding_view[:, i] for i in range(nStencil))