Thank you both for your suggestions. I have tried to look into the options presented, but as they involve somewhat complicated changes, I will need to spend a good deal of time on this to understand it and do it correctly.

I actually have not only the config file, but also a directory of data files that I would like to have installed along with the modules. I am hoping to find a way to do that too, and perhaps I can by following your advice above.

Naively, I hoped I could somehow write a piece of Makefile somewhere, with just this in it, and get it executed by some general install-hook:

install:
    cp -r data/ $PREFIX/share/my-data
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