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> >From my experience it was better to link against the .so, because the
> static link only satisfied the Lua calls I had explicitly made. Tried
> to run some scripts and load some extensions, and couldn't find some
> symbols.  So there must be a caveat attached to this recommendation
> (unless there is some link subtlety I missed)

As said, the official caveat is to make it exportable. something like

But this really depends on the type of your host application.

When you're building an embedded system you may not want the end user
to load any external modules, I usually static link all extension
modules into host program and disable dynamic load facility. —— it
will be much harder to provide technical support if the end user can
add external module themselves. Especially when user does not have the
source code of his external module.