Unable to add dll files set in setup.py

I'm unable to add dll files using package_data in setup.py file. Here's a look at directory structure:

my_project
├── key
│    ├── 1_0
│    │    ├── sub_dir
│    │    │      ├── _required.dll
│    │    │      └── __init__.py
│    │    ├── get_key.py
│    │    └── __init__.py
│    ├── 1_1
│    │    ├── sub_dir
│    │    │      ├── _required.dll
│    │    │      └── __init__.py
│    │    ├── get_key.py
│    │    └── __init__.py
│    ├── 1_2
│    │    ├── sub_dir
│    │    │      ├── _required.dll
│    │    │      └── __init__.py
│    │    ├── get_key.py
│    │    └── __init__.py
│    └── __init__.py
├── my_program.py
└── __init__.py

I've been trying without success to add the required.dll files with the installation of this module. I know I have to add it in the setup.py file. What I've tried so far (I'll skip all unnecessary parameters) :

First:

setuptools.setup(name='my_project',
                 packages=setuptools.find_packages(),
                 include_package_data=True,
                 package_data={'': ['my_project\\key\\1_0\\sub_dir\\_required.dll',
                                    'my_project\\key\\1_1\\sub_dir\\_required.dll',
                                    'my_project\\key\\1_2\\sub_dir\\_required.dll']},
                 ...)

Second:

setuptools.setup(name='my_project',
                 packages=setuptools.find_packages(),
                 include_package_data=True,
                 package_data={'key': ['1_0\\sub_dir\\_required.dll',
                                       '1_1\\sub_dir\\_required.dll',
                                       '1_2\\sub_dir\\_required.dll']},
                 ...)

Third:

setuptools.setup(name='my_project',
                 packages=setuptools.find_packages(),
                 include_package_data=True,
                 package_data={'my_project\\key\\1_0\\sub_dir': ['_required.dll'],
                               'my_project\\key\\1_1\\sub_dir': ['_required.dll'],
                               'my_project\\key\\1_2\\sub_dir': ['_required.dll']}
                 ...)
                 

Whenever I call python setup.py sdist --format=zip, dll files are never included. BTW, I'd rather not change directory structure, unless there is no other option.

What am I missing here?

Regards.

François