I had the same problem with every python installation made with pyenv. Here it is what works for me:
On the system, install the missing library for properly build tk
$ sudo eopkg install libx11-devel
Then you can install a python version with pyenv
$ pyenv install --verbose 3.8.4
And that's it, if you have any problem at least you can look at the log (that's why I use --verbose)