your intermediate calculations are still stored in memory and accessible
I don’t understand this. Is each code block in Jupyter an “intermediate calculation”? If yes, then Org behaves the same way.
they do not support parallel processing conveniently
Parallel processing is the purview of your code, not Jupyter or Org.
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Also, you are not limited by a shell when inside Emacs – this is straitjacketed thinking. There are better ways to get what you want than replicating zoxide or fasd.