What is PyMOLs search path for scripts?
You can use pymolrc and create aliases to your scripts.

If your script is located e.g. in

/Users/tillyboy/pymolscripts/myscript1.pml


Just enter this line to your pymolrc:

alias myscript1, run /Users/tillyboy/pymolscripts/script1.pml


Now myscript1 is available for all your Pymol sessions independent of your current working directory.