Not always, for example this laptop has external monitors wired to the dGPU. https://wiki.archlinux.org/title/Lenovo_ThinkPad_X1_Extreme

Jokes aside, you create a custom Dockerfile and copy a statically compiled shell binary.

Synology supports docker containers. Just run jellyfin.

I for one welcome our new alien overlords. Please God can they come sooner?

Have you tried kitty? It’s seriously nice if you can live with the occasional “oh no I sshed to a server that doesn’t have the correct terminfo files and now none of the normal terminal navigation features work”

This doesn’t really install it, though, you can’t update or permanently edit and config, set up users, or anything like that. I would guess OP wants something more like booting the ISO in a VM, allocating a thumb drive to that VM, and then installing a full system to it with a boot loader.