can anyone suggest some versions or mods of Windows, or an alternate method, that would let me run Py2EXE and InnoSetup?

reactos.org

might work for you, and it might not. But do let us know if it does!

does anyone have a guide on installing macOS under KVM or QEMU?

github.com/kholia/OSX-KVM

sort of works some of the time. I personally didn’t find it satisfactory for my use case. It might be suitable for you.