Hi Tomas79,
I think a Python script will work if you start it with a shebang (e.g., #/usr/bin/env python). Director uses essentially the following shell command to run a script, so I can see a Python script working with it.
sudo chmod 700 'scriptName' && sudo 'scriptName'
Even so, running a Python script directly is a little hacky because we haven't thought about Director running anything other than shell scripts with this capability, so I can't guarantee that this command won't change in the future to not work with a Python script. However, something like the following shell script will be fine.
#!/usr/bin/env bash
python <<EOF
print 'Hello world!'
EOF
Or:
#!/usr/bin/env bash
curl -O http://host/path/to/downloadable/script.py
python script.py
Or rather than downloading the script, bake it into your AMI / image. So, there are a few options.