Like Bogumil said, you probably want to use CartesianIndex. But if you want to get your result from supplying the vectors of indices for each dimensions, as in your Python [1,2],[1,2] example, you need to zip these indices first:
julia> A[CartesianIndex.(zip([1,2], [1,2]))]
2-element Vector{Int64}:
1
4
How does this work? zip traverses both vectors of indices at the same time (like a zipper) and returns an iterator over the tuples of indices:
julia> zip([1,2],[1,2]) # is a lazy iterator
zip([1, 2], [1, 2])
julia> collect(zip([1,2],[1,2])) # collect to show all the tuples
2-element Vector{Tuple{Int64, Int64}}:
(1, 1)
(2, 2)
and then CartesianIndex turns them into cartesian indices, which can then be used to get the corresponding values in A:
julia> CartesianIndex.(zip([1,2],[1,2]))
2-element Vector{CartesianIndex{2}}:
CartesianIndex(1, 1)
CartesianIndex(2, 2)