The autoinstall of python modules appears to fail on native win32 python if the temp drive and source drive are different. It looks like changing to the temporary directory and using --root=/ makes the setup ignore the drive letter on the paths passed to --home, and --install-lib, etc and instead install to the rest of the path on the drive that contains the temp drive and then the script fails to load the module. It seems like using --root=<srcdriveletter>:/ installs it to the expected location.
On retest, I can't make this happen any more, not sure what's different.