There is a separate different portable version of 7-zip by a third party.
This one can be put on a USB drive and the 7z.exe can be used much like 7za.exe, but it is able to cope with NSIS exe files.
I also found that, after installing the standard 7-zip from http://www.7-zip.org, one can grab and put 7z.exe and 7z.dll in whatever directory and s/he has her/his own light but full fledged command line version of 7-zip.
Pity that there is still to go with the main file plus the dll. Instead 7za.exe has no dependencies.
If you know of a static linked version of 7z.exe (no dll) or a trick to make a single executable out of them, please let me know.