From sentry discord:

shanacodes — 07.11.2022 23:03
@Czaki - the feature you're looking for is called "buffer to disk" (at least by us): https://develop.sentry.dev/sdk/features/#buffer-to-disk

But sadly the python sdk hasn't yet implemented it, since our python sdk is primarily used by backend devs. If its important to you, consider filing a feature request for it on the repo: https://github.com/getsentry/sentry-python/issues/new?assignees=&labels=enhancement&template=feature.yml
or, as always, pull requests are welcome!!

Or, another thought, you could implement a custom transport (getsentry/sentry-python#1484 (comment)) that buffers to disk instead of memory (edytowane)