Something like PyScripter‘s Python Interpreter, so I can type and run commands immediately (pictured towards the bottom of the following screen shot).

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There is Au3Int (Interpreter for AutoIt) which is very limited in what it can do, but allows you to execute lines of code. The beta version can work with function calls and multi-line statements, but it’s buggy and not great.
Unfortunately, AutoIt was not designed with this in mind, so you are going to struggle.