It is possible to wrap something like python into a single file, which is extracted (using standard shell tools) into a tmpdir at runtime.
You might also consider languages that can compile to static binaries - something like nim (python like syntax), although you could also make use of nimscript. Imagine nimscript as your own extensible interpreter.
Similarly, golang has some extensible scripting languages like github.com/traefik/yaegi - go has the advantage of easy cross compiling if you need to support different machine architectures.