Your approach was correct: you have actually discovered a buried bug in the sentinelhub-py code, so thank you for posting in the forum! The team in charge of the Python package is working on a fix, and we will update this thread when it is rolled out.
In the meantime, if you want to run Batch API in Python, I would suggest you use the requests library. I have written an example of how you would run a batch request with MODIS data, using the us-west endpoint. From there on, you can follow the example snippets from the documentation. If you follow this route, remember to use a bucket located in US-West (Oregon) and to change the endpoint in the example commands.
Hi @maxim.lamare ! Any news on this? I also get this MissingTokenError trying to download Sentinel-3 OLCI data with earthspy (setting config.sh_base_url to "https://creodias.sentinel-hub.com" in a catalog.search() then using the resulting search iterator in a process API request)