It should be relatively simple to make the latest Sigil run from a flashdrive on Windows. Copy your Sigil Program Files folder to your flashdrive; move your Sigil prefs files to somewhere on your flashdrive; then use a batch file to set the SIGIL_PREFS_DIR environment variable to the path where you moved your prefs to and have it launch the Sigil.exe.
It won't be truly "portable" as it will still depend on having the msvc++ runtimes (both v10 and v13) installed on any machine you use it on. You might be able to fully portablize it by copying the right runtime dlls from your system directory to Sigil's new home on your flashdrive, but you're on your own there.
That's the main reason I won't be creating an "official" portable version of Sigil: I have no interest in distributing microsoft dlls outside of their official redistributable installer packages (nor do I have any interest in stripping runtime dependencues from binaries and libs). I'll leave that to the people who enjoy that sort of thing.