I'm using ctypes.windll.shell32.ShellExecuteW in order to run a script with administrator privileges. I do NOT want to use win32api because that is a package that requires installation, where ctypes does not. I've realized that using the following script (simplified), if the script is run in a directory with a space in it (e.g. "C:\Users\User\Documents\My Folder"), even if the UAC request is granted, the script does not gain administrator privileges. As long as the script is not executed in a directory with a space in the name, it works fine.
The script:
# Name of script is TryAdmin.py
import ctypes, sys, os
def is_admin():
    try:
        return ctypes.windll.shell32.IsUserAnAdmin()
    except:
        return False
if is_admin():
    print("I'm an Admin!")
    input()
else:
    b=ctypes.windll.shell32.ShellExecuteW(None,'runas',sys.executable,os.getcwd()+'\\TryAdmin.py',None,1)
if b==5:  # The user denied UAC Elevation
    # Explain to user that the program needs the elevation
    print("""Why would you click "No"? I need you to click yes so that I can
have administrator privileges so that I can execute properly. Without admin
privileges, I don't work at all! Please try again.""")
    input()
    while b==5:  # Request UAC elevation until user grants it
        b=ctypes.windll.shell32.ShellExecuteW(None,'runas',sys.executable,os.getcwd()+'\\TryAdmin.py',None,1)
        if b!=5:
            sys.exit()
        # else
        print('Try again!')
        input()
else:
    sys.exit()