foo.py

#!/usr/bin/env python3

import sys
import os
from neovim import attach

# WORKING:

def make_func(num):
    def func():
        num -= 1
        print(num)
    return func

try:
    make_func(5)()
except UnboundLocalError as e:
    print('As expected: ' + str(e))

# NOT WORKING:

def setup_cb():
    nvim.command('call rpcnotify({}, "foo")'.format(nvim.channel_id))

def make_notification_cb(num):
    def notification_cb(msg, _args):
        # num -= 1
        print(str(num))
        nvim.stop_loop()
    return notification_cb

notification_cb = make_notification_cb(5)

nvim = attach('child', argv=['nvim', '-u', 'NONE', '--embed'])
nvim.run_loop(None, notification_cb, setup_cb)