Looks to me like the chicken-egg-problem.
I don't recommend setting up a whole python environment for the sole purpose of downloading files through Tor during installation. If you launch a Python script, scrap InnoSetup! I really think, this is way overdone. And: How would you prevent the blocking of that software?
Please keep it simple -- at least at the start. Even if this means that the Windows installer will initially fail in censored areas. Maybe we can improve the downloader later on, i.e. providing a dll based on libcurl or libtorrent. Let's start with a prototype for Windows user just to lower the threshold for using Whonix.
I have worked with COM before but I have no experience with the VirtualBox API. This would be another league compared to doing a Windows installer. How should the GUI differ from the default one? I find the VirtualBox GUI quite good for using Whonix...
Sure. Piece of cake. I haven't tested InnoSetup with files that big, though. But as long as the filesize stays below 4GB, it shouldn't be a problem.
Why having an installer, if you want a portable thing? Doesn't make sense at first glance...
Haven't used this software. Question is: What do you want to have automated/scripted with it? I'd rely on InnoSetup when it comes to scripting.
I worked on cross-platform software but always relied on OS-native installation solutions rather than using cross-platform installers like the Qt Installer Framework, because they are alway limited and never optimized for the platform.
Having a self-exctracting zip archive would be the preferrable way for creating a portable installation.
But Windows users usually expect to have the option for an easy machine install.