I am trying to access RDS Instance from AWS Glue, I have a few python scripts running in EC2 instances and I currently use PYODBC to connect, but while trying to schedule jobs for glue, I cannot import PYODBC as it is not natively supported by AWS Glue, not sure how drivers will work in glue shell as well.
These are the steps that I used to connect to an RDS from glue python shell job:

Package up your dependency package into an egg file (these package must be pure python if I remember correctly).  Put it in S3.
Set your job to reference that egg file under the job configuration > Python library path
Verify that your job can import the package/module
Create a glue connection to your RDS (it's in Database > Tables, Connections), test the connection make sure it can hit your RDS
Now in your job, you must set it to reference/use this connection.  It's in the require connection as you configure your job or edit your job.

Once those steps are done and verify, you should be able to connect.  In my sample I used pymysql.
How to Connect to RDS Instance from AWS Glue Python Shell?