I am using PIP to install Scipy with MKL to accelerate the performance. My OS is Ubuntu 64 bit. Using the solution from this question, I create a file .numpy-site.cfg
Since the actual question itself was not answered, let me give it a shot...
I think the problem here basically is that the BLAS/LAPACK libraries being used are spread out across multiple location, and numpy doesn't handle this well.
We have fixed this in EasyBuild, where we have been building numpy/scipy on top of Intel MKL for a while now, with this patch: https://github.com/hpcugent/easybuild-easyconfigs/blob/master/easybuild/easyconfigs/n/numpy/numpy-1.8.1-mkl.patch