@Fran Pérez​ I did a little research on this and found that currently PYTHONPATH will be overwritten on cluster startup time and there is no way to redefine it at this time. At this point we would recommend using the already defined PYTHONPATH directories for your libraries or just using user libraries for this.

To see the PYTHONPATH that's set by default you can run:

%sh echo $PYTHONPATH

as a separate cell in a notebook that's attached to your cluster.