You're right that you often can't modify your current environment by invoking a shell script. That's because it's executed in a sub-shell.

For cases where you need to modify your current environment (setting environment variables, changing directories, etc), you need to run the script using the "source" built-in. That will execute the script in the current shell rather than a sub-shell.

So instead of

    ./some-script.sh

you'd run

    source some-script.sh

or use the dot (".") shorthand

    . some-script.sh

In cases where I need to source a script, I generally create an alias or a shell function for it. Otherwise I may forget to source it.

For this I use shell functions in my .zshrc and I wrote a loader to source a bunch of files in a .zsh.d directory.