I have a native Windows desktop 'application' that consists of
all installed with Advanced Installer as one 'application' (to the user it is one application, but it contains several executables / modules / dependencies - subinstallers).
How can I convert this to the Universal Windows Platform (UWP) in the form of one appx
package targeting Windows 8.1 and 10 desktop, is it possible at all?
you will have to rebuild and rearchitecture your application complete since services are not working, UAC is not allowed and for the dependencies you have to figure out if their are compatible with UWP.
if your goal is just to make your app available from the windows store you can check out the desktop bridge; https://developer.microsoft.com/en-us/windows/bridges/desktop this will wrap your app in an appx that can be run on the windows 10 Anniversary update. But still you will need do to some work since services are not supported.