cd is a built-in shell command, you can’t set it as the command to run. You have to use:
docker exec -i compassionate_mclean bash -c "cd /root/python && python myscript.py"
If you want to see the output make sure to add the -i flag as shown above. In this case however, you can simply run python as your entrypoint:
docker exec -i compassionate_mclean python /root/python/myscript.py