I had done something similar using winrar (instead of iexpress) self extracting archive.
The mechanism is like below:
- First it will extract everything to specified folder (or in temporary folder %TEMP%/random_name)
- Then it will call initial executable/script or "script to run after extraction". In your case, it's bar.bat.
- That executable script can in turn call any other script/executable. (baz.bat in your example)
To be sure, change the file bar.bat to contain below script:
@echo off
cd
explorer .
pause
This will print the directory name, where it has extracted & open the directory with explorer.exe. Then you can verify that your baz.bat is in same directory. Give relative path, if required.