Most people who want this end up just selecting a regular programming language with a powerful-enough macro system + flexible-enough compile-time parser; and then using said language to define a "more or less complete DSL", by redefining all the primitive syntax features of the language to instead be primitive syntax features of the DSL.
Users using this "full" DSL are still using the host language — they're invoking its compiler/runtime and so forth — but they don't necessarily need to care about that. They can still technically access the power of a full-blown programming language, "tucked in" around the edges of the DSL — but you as the DSL's creator, don't have to document that power as being available. As long as users of the DSL can do everything they need to do without any need for "breaking out" of the DSL's little world, they don't need to be aware that they could e.g. make fully-namespaced calls to regular stdlib functions of your runtime.
For example, the "numerical definition" DSL within Elixir's Nx library (https://github.com/elixir-nx/nx/tree/main/nx#numerical-defin...).
Users using this "full" DSL are still using the host language — they're invoking its compiler/runtime and so forth — but they don't necessarily need to care about that. They can still technically access the power of a full-blown programming language, "tucked in" around the edges of the DSL — but you as the DSL's creator, don't have to document that power as being available. As long as users of the DSL can do everything they need to do without any need for "breaking out" of the DSL's little world, they don't need to be aware that they could e.g. make fully-namespaced calls to regular stdlib functions of your runtime.