It depends who you ask.
Some definitions of "first-class function" require that it have the same value semantics as any other first-class type, which would include a literal syntax/anonymous functions.
Some definitions of "first-class function" require that it have the same value semantics as any other first-class type, which would include a literal syntax/anonymous functions.
You are confusing “first-class functions” and “anonymous functions”, which are completely different things. Python functions are first-class, independent of length.