Cython is a superset of Python. If it’s valid Python, it’s valid Cython. Cython supports the full range of Exceptions and Python stack traces, and you can annotate on a per-function basis whether you want this in Cython.
Managing Cython implementations as separate extension modules is a feature, not a bug - it separates concerns and allows only spending any effort on type system constructs in the small amount of cases where those optimizations will help you.
Cython is extremely easy to compile and standard Python packaging tools work easily with it out of the box, conda included.