I have found PyInstaller [1] to work well for packaging everything into a single ZIP file that unzips to a folder with an executable binary and all accompanying files (or even a single EXE file that self-extracts when run, but that increases startup time). It knows how to package PyQt and its associated Qt libraries (or PySide, which I actually prefer) so that they can be shipped with your application.
Yeah, PyInstaller is the best thing out there if you need to bundle a complex Python app into an executable, with cx_Freeze not far behind.
But it's still considered challenging when you compare with any other compiled language, where you can get an executable out of the box. I ship Python desktop apps at work and it's remarkable how much code we accumulated over the years just to deal with the "interpreter in bundled/exe mode".
PyInstaller always seems to tick off our org's MalwareBytes, causing it to break in new and interesting ways but only after a good amount of development hours have been sunk into the project. Recently I've been using Nuitka to package python apps. It would be nice if PSF would adopt/develop an official way to do this.
Also had this problem, tried to create exe packages on windows and had endless trouble (although windows apps aren't my expertise). The real killer in the end for me was some windows security feature that would start killing the process, not immediately, but after a couple of startups. It was an internal tool so in the end I used an executable batch script to start the program, that seemed to bypass the problem, but when it came time to add features and make things available for a wider audience I just abandoned the windows gui and moved to a web app.
I'll flip this around and ask (in earnest - not trying to be snarky), if things like streamlit, NiceGui, gradio, etc exist where you can build a web-accessible gui with only python... why would I ever use Qt?
Unless picking a solution from the start and testing it throughout, I find that the most challenging.