We're waiting for this feature to emerge from the insiders builds before adding support for sandboxing, but should do so once it's ready.
Released Conveyor currently only supports native, Electron, Flutter and JVM apps. But, we have some unfinished support for shipping Python apps as well. In the tutorial MS sort of hand-wave how to do this, basically saying to repackage the entire Python interpreter and details like pipenvs and native code are left as an exercise for the reader. Real apps do need to think about this of course.
If anyone has a need for shipping sandboxed [Python] apps on Windows please do get in touch. It'd be good to understand how much demand is out there before investing in finishing off these features.
An alternative approach that can also work well is to use software-level sandboxing, either in replacement or in combination with OS level sandboxing. For example GraalPy is a Python interpreter and JIT engine that not only runs Python faster than CPython but which also supports sandboxing with a high level API and easy interop with other languages:
https://www.graalvm.org/python/
For example if you want to expose capabilities to your code, this is a good way to do it that's much easier than with kernel sandboxing (ditto for JavaScript). The cost is that Python compatibility isn't yet 100%, and memory usage can be higher. But if it works for your app it can be a useful weapon in your armory.
Tying the above together, because GraalPy can be turned into a JVM app (including an ahead-of-time compiled JVM app) you can also ship customized sandboxing Python interpreters with Conveyor, including making a server that uses systemd to start up and sandbox, to really lock down the process tightly. So you can get both software and kernel sandboxing on Linux and macOS, for desktop apps and servers, and maybe in future Windows too. Pretty cool stuff.
Disclosure: I own the company that makes Conveyor, and also do part time research work with the Graal team. So I'm talking my own book here, but only because it's a good book.