>>So, is it possible to include just one .PRG in the .EXE so that the error will show the line number of the error?

FWIW, VFP C++ Compiler has a Application Debug option that creates a log line before and after each code line runs. If a variable is set by the line of code, the variable with newly set value is also logged. My experience: while pursuing a new issue, this feature unexpectedly allowed detection of a decade-old bug that had been worked around because nobody could replicate it. If it's happening at the start of your app, sending a VFPC++ exe with Application Debug enabled should provide lots of useful info leading up to the fault.

VFP C++ Compiler also can considerably compress your exe. I would not be surprised if a 17MB exe compresses to less than 5MB. Alternatively, Refox also can significantly compress your exe, though Refox also strips out most sourcecode.