Getting lost as to what thread this belongs in...
But another tack to take toward a single executable is Cython's embedding option:
This is a quick and dirty way to create a C executable that will then run the cythonized code, all linked to the python run time.
At this point, it still requires the python shared lib, and I think any other compiled extension is shared, too. And if you run Cython on all the python code and modules you use, you'll have a LOT of shared libs. But perhaps one could re-do the linking step of all that and get a single compiled exe.
and IIUC, the way Windows dll hell works, if you stuff the whole pile into one dir -- you will get a single executable directory, if not a single file.
and about a 2X performance boost, as well, when you cythonize pure Python, at least in my limited experience.
Just a thought.