Because I often want it to write and execute scripts in it's thinking loop in order to test assumptions or fetch data to come up with better solutions.

Can't it write `/tmp/test.sh` or `./test.sh` and execute it under my approach? This is what I've been doing as my status quo workflow with Codex, and I make sure I run Codex from a place where `.` happens to be a folder I'm okay with it messing up in.