Elixir checks most of those boxes. If you want a good functional scriptibg language, Elixir soynds like the go to. Some lisp language like guile should also be sufficient, and probably have a lighter footprint.
This requirement stands out though:
has a simple/straightforward setup (ideally, it should be a single executable that I can just copy to a remote system, use to run a script and then delete)
Thats basically what ansible does. If you plan on doing this to multiple machines you should just use ansible. Also how do you plan on ensuring the scripting interpreter is installed on the machines?