[python] How can I use a Python script in the command line without cd-ing to its directory? Is it the PYTHONPATH?

With PYTHONPATH set as in your example, you should be able to do

python -m gmbx

-m option will make Python search for your module in paths Python usually searches modules in, including what you added to PYTHONPATH. When you run interpreter like python gmbx.py, it looks for particular file and PYTHONPATH does not apply.