Best guess it that you may need to explicitly set PYTHONPATH to the KiCad provided python but you have not really described what you have tried.
Remember 5.99 is the development version and there may be bugs. If you hit a problem, search the bugtracker and report it if you have a new issue.
I wanted to run some external scripting as Generate Interactive HTML BoM and it didn’t work, so I tried just to launch Python Console and saw that it didn’t work also.
I am back at my Mac now. I checked and I have to set PYTHONPATH to /Applications/KiCad/KiCad.app/Contents/SharedSupport/scripting (or adjust to wherever you install KiCad)
and then the scripting console works. Need to restart KiCad. Just checked again on a fresh nightly. Doesn’t run without doing this.