Does anyone know if there is a script that can send email/sms notification when there is a transaction on your wallet/addresses?
Not as far as I know. Electrum or other desktop wallets are open source and free to use and If they put SMS notification they will have some money to pay the third party website that sends the notification to users... that's why It probably won't be added anytime soon.
As for email , It shouldn't be hard If you know some Python. You can always watch your address using https://www.blockonomics.co/ and It will send you everything on email though.
