There is an interesting looking competitor in this space that is built with Python integration from the ground up.
I haven't tried it yet, nor am I affiliated with Neptyne, but it looks intriguing.
Reading the headline, I initially thought that Microsoft bought the company behind XLWings [1], which also enables you to use Excel directly within Excel, even locally. Not affiliated in any kind to that company, just used it in the past.
“Python code used by Excel runs on the Microsoft Cloud …”
Bummer. Was hoping it would be local instead.