If you haven't used Colab/Juypter Notebooks yet, I highly recommend you try it. It's a "notebook" style interface used a lot in data science, and it allows you to run "cells" in arbitrary order if needed. Stylized comments are well supported.
The other interesting interface I've come across is https://gibber.cc/ and https://glicol.org/ which are both music coding environments though they have slightly different UI so are both worth exploring to get a sense. What I imagine is an extension of their approach to make going from a (Python) REPL to working code more seamless. My workflow is often play in a REPL until I get it working, and then try and reconstruct the right order of code back in an editor. There's got to be a better way of going from REPL to code than that, but I've not found it yet.
The algorave and live music coding scenes are fun to watch, and no doubt their editors are innovative in ways I'm not aware of. Might investigate.
As for REPL-driven development, I agree. A smoother way of moving from REPL to editor would be great. I use ptpython and Emacs in terminals. I could probably get ptpython running in an Emacs buffer, never tried that approach. Ptpython's history makes copy-and-paste into Emacs fine, but it's all a bit clunky. Variables, imports, etc all need to be fiddled with. (Separate gripe: ptpython needs restarting if changes are applied to an imported file.)
Most lisps that leverage repl-driven development also have repl integration in the editor itself. So for example, I write my Clojure code with vim as normal, and when I want to run a snippet of code, I highlight what I want to run and execute that snippet in the editor, that communicates with the running repl instance and displays the result in my editor. This way, when I'm done, I simple save the file that has all the code i've evaluated in it already.
The other interesting interface I've come across is https://gibber.cc/ and https://glicol.org/ which are both music coding environments though they have slightly different UI so are both worth exploring to get a sense. What I imagine is an extension of their approach to make going from a (Python) REPL to working code more seamless. My workflow is often play in a REPL until I get it working, and then try and reconstruct the right order of code back in an editor. There's got to be a better way of going from REPL to code than that, but I've not found it yet.