I develop a software that is for teachers to test their students. The main feature of the software is the cheat prevention it has. I want to achieve that by locking the option to exit the window in any way except a custom exit button in the top of the screen (already developed it and it's functionality). Is there a way to lock the option to exit a window, and make it always on the top?
I want to lock the option to press the windows button, the ctrl-alt-delete buttons, the ctrl-shift-esc, the f4 ext... How do I do that? using python and wxpython for 
GUI
You can catch wx.EVT_CLOSE but you can't catch OS-level keyboard shortcuts, like CTRL+ALT+DELETE. 
wxPython can only catch keyboard shortcuts that aren't already mapped to the OS. I would focus on catching the close event and just vetoing it as that will prevent the user from closing the application. It won't protect you from the user restarting the OS, but that's about as good as you can do without locking down the user's desktop.
How to make a window unexitable