You may also want to look into 'EEE'. EEE is a program that combines multiple files and actions into a compressed Windows, Linux or Mac OS X (Darwin).
executable. http://www.erikveen.dds.nl/eee/index.html
Unrelated, but it's been some time since I last heard or thought about DDS.nl! This was an early (90ies?) Dutch internet community which completely left my field of view for decades but apparently is still a thing!
Pex doesn't embed the executable.
Besides, it doesn't work on Windows, if you want a zipapp, shiv is a better alternative: http://shiv.readthedocs.io
Thanks, yeah I'm familiar with Pex, and used google/subpar for a few years.
This was hacking I was doing with a google/subpar (.par) file.