I recommend you install GExperts. It's a free, sources included, nifty utility that greatly improves Delphi IDE.
2: "The other thing Delphi should really have is a way to "package and export" (or snapshot) the whole Delphi setup...." ... "....I find it still a big pain to open an old project on a new machine and having to spend three hours searching and installing components in their latest versions again"
Those are 2 different things. For 1st part, get a docker container / VirtualBox / VMware machine and you can get everything in the snapshot way. I have a VMWare machine from 2007 with Delphi 7 and tons of components from that era, that works like a charm to this day. For 2nd part, to get latest version of components for latest version of Delphi - well, there is a GetIt package manager built in Delphi directly or you can just get the components from their vendors and use their installer. All major Delphi component vendors (TMS, DevExpress, ReportBuilder, etc) have that.
Have fun, I know I do everyday in Delphi. I am a freelancer for 13 years already and 90% of my projects are in Delphi.