This is a synthesis from my longer answer to a similar question in SO.
If your app logs to stdout/stderr, use:
cmd //c start cmd //k "path\\to\\script-dir\\script.py"
If it logs to files, via sockets etc. and you do not need stdout/stderr, use:
cmd //c start //D "path\\to\\script-dir" script.py
In both cases you get a daemon like process which will survive when you close bash. In the first instance your script is hosted in a visible cmd.exe
window.
Much more here.