LÖVE

is it possible and allowed ?

Not easily possible. You could compile LÖVE and all dependencies yourself and use static instead of dynamic linking to get a single executable. It's not an easy task though, I don't recommend to attempt this if you're not an experienced programmer with prior knowledge about this stuff.

I think there are no dependencies that wouldn't legally allow static linking.

alright

There are no dependencies that don't legally allow static linking if your game has a license compatible with the LGPL (I am not a lawyer, please check all licenses).

There are 4 reasons for a library to be shipped as a dll in the official windows builds:

• It's LGPL.
• Dynamic linking provides an important technical benefit: This is true for lua.dll and the vc++ redistributable. They need to be dynamically linked if you want to dynamically load other lua libraries.
• You might want to swap it out.
• It's love.dll. This is useful if you want to use love from another lua interpreter, and means love.exe and lovec.exe don't each include their own copy.