and I finally got it to work 
my .sh file now looks like this:
#!/bin/bash
xbindkeys -f ~/.bindsamplerbox
xterm -e python /opt/SamplerBox/samplerbox.py
and this .bindsamplerbox is like this
"killall xterm"
Escape
I know it’s not the most elegant solution, but it works. I also didn’t bother resetting the binding yet, might just add && killall xbindkeys to the binding itself if I’ll have any issues