I believe I’ve followed the setup steps, there aren’t that many before invoking build.py to grab the external packages.
The same errors can be duplicated outside of the Defold build process, just try to install pip.
mkdir blah
PYTHONPATH=./blah python -m easy_install -d blah pip
On my Mac this command pulls down pip 21.0.1 which dropped support for Python 2 in January of this year.