So theoretically nimscript could be a JIT, which would be pretty cool tbh, I think there's some work in the llvm backend to do that using LLVM's JIT infrastructure.
Compiling to a separate program and executing, or a dll then loading the dll is possible, it's what rust does. This has some problems though, for one the behavior of stuff like floats will probably be as if you are running on the host platform, not the target platform (nimscript afaik works like this anyway). Performance will also probably be pretty bad on windows, especially for the "compile to binary and execute" model, because windows defender may try and scan the binary (and CreateProcess is pretty slow in the first place).
