oneget VS wixsharp

Chocolatey can only manage things installed by Chocolatey. If you use Powershell's PackageManagement functionality (which is a "package manager manager") then you can integrate Chocolatey with a handful of other (also usually nuget-based) package managers, but you're still fundamentally limited to "can only manage what was installed by the manager" behavior.

I can recommend Wixsharp (https://github.com/oleg-shilo/wixsharp), you no longer have to learn the insane wix xml syntax to create an installer.

Also try wix# (https://github.com/oleg-shilo/wixsharp) - it makes things much easier

Windows: The Microsoft-recommended way is .msi files but, if you're not willing to pay for something like InstallShield or a professional "How to use WiX XML course", making them is going to be painful even with something like WiXSharp, so my advice is to offer a Zip file and an Inno Setup installer. (Which things like Chocolatey can build on)

Wix# is better, but still not as easy, and it depends on .NET, which makes it a hassle to get set up in Wine compared to how, being written in Delphi and using itself as an installer, Inno Setup is practically Rust-like in how easy it is to set up in Wine.

If you really want to bundle a compiler, my advice would be to just use an installer like Inno Setup or NSIS or the WiX Toolset via WixSharp and have it either download or bundle the installer for the compiler.

Speaking of MSI, I'd suggest using Wix# instead of WiX directly.

The functionality in the msilib module is somewhat low-level anyway (it basically just opens the database for you and leaves the arcane incantations required for doing anything as an exercise for the reader) so it probably wouldn't be hugely difficult to replace it with ctypes calling msi.dll directly.

If I were to replace my msilib-based installer, I would migrate to Wix# [1], a fantastic high-level wrapper for WiX that lets you express your installer in a few lines of C# (and then generates the thousands of lines of XML that WiX needs, but you don't need to touch it). I wouldn't have used msilib if I had known about Wix# at the time.

[1] https://github.com/oleg-shilo/wixsharp

Adding that folks should look into using WixSharp especially if there is a need to create a more customizable UI for the installer. The instructions for building the installer is all written in C# including any custom actions required by your installer project.