• Are you reporting a bug, or opening a feature request?

Bug.

• Please insert below the code you are checking with mypy,
  or a mock-up repro if the source is private. We would appreciate
  if you try to simplify your case to a minimal repro.

This requires two modules to trigger the bug:
dummy.py:

from typing import Type, TypeVar, Callable

T = TypeVar('T')
ImplementationFactory = Callable[[Type[T]], T]

MyFactory = ImplementationFactory[str] # Works fine

dummy2.py:

import dummy

MyFactory2 = dummy.ImplementationFactory[str]

• What is the actual behavior/output?

$ mypy dummy2.py
dummy2.py:4: error: Name 'T' is not defined

Note that line 4 is empty. You can also add comments to get a different line number displacement. Also note that T is never referred to in dummy2.

• What is the behavior/output you expect?

I would expect no errors for this code.

• What are the versions of mypy and Python you are using?

$ mypy --version
mypy 0.711
$ python --version
Python 3.7.3

• Do you see the same issue after installing mypy from Git master?

I didn't try.

• What are the mypy flags you are using? (For example --strict-optional)

None. The command line is shown in full, there is no config file.