Nix.

There isn't an ensmallen package yet, but I wouldn't imagine it will take long and I guess it'll be a 20-30 line package.

Have you tried the Conan package manager? It seems to be gaining in popularity in recent years:

http://conan.io/

(Personally I haven't used it yet)

I don't think modules are going to help with packaging. But vcpkg is getting pretty good, with C++'s ecosystem being the way it is. There is no one way, and it seems to allow for a multitude of build systems. I've been using it with it's newer manifest mode and mostly don't need to leave it these days.

Spack is pretty damn good for scientific stuff

The library is header-only, so that at least makes the packaging process a little easier.

Isn't that what the OS package manager is for?