RoboPond: To be fair to GOG or any game store there isn't much they can do if a game needs a certain registry entry though they could make it easier and do what GOG did with Indiana Jones and the Infernal Machine and a few other games and have a regs file there that you can just run and it adds the needed registry entries.
For sure, and I certainly aren't pointing any finger of blame. It is what it is.
RoboPond: And to sum it up its worth bulding your own as taking A Plague Tale Innocence for example (no registry entries needed) with the DLC deafult GOG installers are 35.4GB in total my installers also with the DLC but built in are 31.0GB and thats just from deleted Galaxy related files, I do use the default compression on it which GOG don't and 2GB per file so I get more files but the less size for me is worth it alone.
Have you considered or tried 7-Zip?
It is much easier to my mind, and you can specify what size to split the files at.
If I recall correctly InnoSetup is limited to 2 Gb.
When I was creating my own (self extracting EXE) 7-Zip installer files for drm-free lite games from Epic and Steam, I varied the split size from 2 GB to 3 GB to 4GB, depending on the size of the game folder.
