is there a way to execute some script after a sandbox refresh completion ?

Just thinking through this, you could create a scheduled script that runs periodically but only if a script parameter is empty. Leave that parameter empty in production, When the sandbox is refreshed, • script runs at its scheduled time • sees the parameter is empty • does what you need it to do, • sets that script parameter to a non-empty value so it stops executing from that point forward.

use runtime.envType or runtime.accountId to make sure the script only runs in sandbox

@Mike Robbins Exactly, I was thinking to do the same approach. Not ideal since it will wait at least 15min to run, but it will work too