How to export played audio that is merged and looped through via Python?

I have code in Python that loops through and merges a series of audio files to play a customized sound as follows:

from pydub import AudioSegment
from pydub.playback import play

sounds = []
sounds.append(AudioSegment.from_file("Downloads/my_file.mp3"))
for i in range(4):
    sounds.append(sounds[i].overlay(sounds[0], position=delays[i+1]))

for i in range(len(sounds)):
    counter = 0
    while counter <= 2:
        play(sounds[i])
        time.sleep(delays[i])
        counter = counter + 1

How can I export the final sound that is played on my computer through this Python code?

I know it's possible to do something like:

my_custom_sound.export("/path/to/new/my_custom_sound.mp4", format="mp4")

But how can I save the custom sound that's outputted through my loops?

You can use a combination of AudioSegment.silent(), AudioSegment.empty() and AudioSegment concatenation:

from pydub import AudioSegment
from pydub.playback import play

sounds = []
sounds.append(AudioSegment.from_file("Downloads/my_file.mp3"))
for i in range(4):
    sounds.append(sounds[i].overlay(sounds[0], position=delays[i+1]))

my_custom_sound = AudioSegment.empty()
for i in range(len(sounds)):
    counter = 0
    while counter <= 2:
        delay = AudioSegment.silent(duration=delays[i]*1000) # Multiply by 1000 to get seconds from delays[i]. silent(duration=1000) is 1 second long
        my_custom_sound += sounds[I] + delay
        play(sounds[i])
        time.sleep(delays[i])
        counter = counter + 1

my_custom_sound.export("/path/to/new/my_custom_sound.mp4", format="mp4")