Something I tripped on when defining a converter recently was the need
to use / rather than \ when specifying the path to a python script. The
converter is in my personal scripts folder. Copying the Windows address
from an explorer window, this is
C:\Users\Andrew\AppData\Roaming\LyX2.0\scripts\<converter.py>
All the backslashes need to be changed to forward slashes for this to
work. Presumably this is a Windows-only problem, but a comment noting
this in the customization manual (Section 3.3 Converters) might save
someone else much hair pulling and teeth gnashing.
Andrew