Here is one way:
use AppleScript version "2.4" -- Yosemite (10.10) or later
use scripting additions
set theXML to "<dict>
<key>ActionName</key>
<string>Paste Your Script Path in the Action Below</string>
<key>ActionUID</key>
<integer>100075176</integer>
<key>MacroActionType</key>
<string>SetVariableToText</string>
<key>Text</key>
<string>%Variable%PythonScriptsPath%</string>
<key>Variable</key>
<string>PythonScriptsPath</string>
</dict>"
tell application id "com.stairways.keyboardmaestro.editor"
tell macro "Set Keyboard Maestro ENV Variables"
make new action with properties {xml:theXML} at beginning
end tell
end tell
this will add it at the end
make new action with properties {xml:theXML} at end
More examples and discussion:
If you have other requirements, I'm happy to with your case, if I can.