I got the same problem when I tried to use pythontex on my macbook (on macOS Catalina 10.15).
What I suggest below must be (if used) used with precaution :
I tried so many solutions and what actually worked for me was this :
I made sure that pygments was installed on my machine (I ran 'pip install pygments' on the terminal)
Then I changed the first line of the files pythontex, pythontex2 (because the problem seemed to come from there) and pythontex3
Theses files (if you are using macOS Catalina 10.15 like me) should be in
/usr/local/texlive/2021/texmf-dist/scripts/pythontex
(if you installed TexLive2021) -> you should be able to retrieve this path when you try to compile your tex file anyway...
The first line was replaced by #!/usr/bin/python3 (to ensure that python3 was used instead of python 2.7 which is used by default by macOS) inside the 3 files pythontex, pythontex2 and pythontex3 then :
I ALSO added this line (see the screenshot below) in pythontex3 :
sys.path.append('/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/')
to ensure that python found the module pygments
(because I installed python3.9 on my machine and the folder "pygments" and its subfolder "styles" was present in the folder "site-packages")
pythontex3 file
So now everything is working fine again and I can use pythontex =)