what i beleive you want to do is to use single exe to install all dependencies and your own msi and show your own MSI UI when it comes time to install your .msi packageand if I am not wrong with then you simply need to add DisplayInternalUI='yes' to the MsiPackage elements you want to display.
For example:
<Chain>
...
<MsiPackage ... DisplayInternalUI='yes' />
</Chain>
and if it is like you want NO bootstrapper UI but only your MSI UI then there is no such bootstrapper application who will silently install your dependencies and will show your MSI UI.
Please clearly explain your requirement for better responses.