This is not true. Python loads DLLs with LOAD_WITH_ALTERED_SEARCH_PATH, to allow them to be located alongside the pyd file. You should therefore be able to ship the dependent dll in the package directory (which wheels support fine).
Ok, so what if the dll is shared in a given environment (multiple extensions use it)?, the shared dll should be copied to every package? Won't that cause multiple loads by the system? Thanks for your response, D.