I also sometimes get lost with the "enable scripts" versus do not enable the scripts but have a gdb-python pair.
These are going away, soon. I'll just remove them as soon as I find some free time. They are useless anyway.
For gdb troubles: if we ship python enabled gdb then we'll need to ship our own version of python or modify the installer to start an installation of python itself.
BTW one of the gdb windows builds had some stub gdb.exe which was modifying env variables and then the only thing it did was to start the real executable. This version doesn't work too well (the pausing command doesn't work)!
p.s. unfortunately I don't have time nor desire to work on c::b on windows.