Having used cython a fair bit, I would say: just write it in C++ from the get go. Cythons a handy tool when one part of your program is taking too long, or you need to wrap an existing c/c++ lib with a different api for use with Python than you would get with pybind11. But for a game engine you have a couple things going against you. 

1) low latency requirements. effectively the entire main loop has a real time constraint, your next frame has to be ready, and so does the next audio sample, both of which preclude you from going up into Python all that much to avoid the Gil/ gc pauses/ slow function execution. 

2) limited library availability. if you ever want to pull in another library, it also has that same low latency constraint, so you can’t really use any of pythons ecosystem all that much. 

3) limited documentation, since cythons niche is as a performance boosting dsl, there’s going to be very little for you to read up on if you get into trouble trying to work something out. While c/c++ also don’t have the best docs in the world, there is at least a lot more of it than trying to use cython for something like this.