Is there a way to compile a python CLI script, and it’s dependencies and python itself into an executable.

That makes the tool nicer to use. To me a CLI tool should stand alone ideally. Obviously that is not the trend as many things that are CLI are installed via node or npm.

I guess docker could solve most of the issues here

You better off with using a compiled language.

If you interested in a language that's compiled, fast, but as easy and pleasant as Python - I'd recommend you take a look at Nim: https://nim-lang.org.

Nim has cligen library to generate and parse arguments: https://github.com/c-blake/cligen

And to prove what Nim's capable of - here's a cool repo with 100+ cli apps cligen author wrote in Nim: https://github.com/c-blake/bu