To me it sounds like your best bet is to manually create an installer. You'll have to use the resource API, and file management functions, such as CreateFile. Those two sets of libraries should help you accomplish your goal. This isn't for the purpose of executable security (File integrity) or Intellectual Property protection, is it? If so, I would recommend looking into obfuscation, using techniques such as code virtualization and runtime integrity checks.

Is there any particular reason why you're not using stringstream? That's usually the C++ preferred way of converting integers/strings, with itoa and sprintf being preferred for C.

If it's not a compiler bug, it could be possible the manifest data overwrites the resource information for icons. If that's the case, you might need to write a custom build step to manually add the manifest, or the icons. I would imagine it's the manifest overwriting the other resources.