How are you creating this install deployment? Are you just using the regular SQL anywhere product install or did you create your own deployment using the Deployment Wizard?

By default, both the full SQL Anywhere setup and the Deployment Wizard installs create a "SQLANY12" environment variable using the regular Windows Installer features, which should create a system-level environment variable on installation and remove it upon uninstallation.

To see this: Open the SQL Anywhere MSI in "Orca" -> "Tables" -> "Environment" -> "*=-SQLANY12"

( To see the table of what the "*=-" code means before the environment variable, see: http://msdn.microsoft.com/en-us/library/windows/desktop/aa368369%28v=vs.85%29.aspx )

Have you tried monitoring the operating system while you are installing SQL Anywhere and checking with a tool such as "Process Monitor" to see if you are hitting any OS-level permissions issues with these installations when creating the environment variable? Have you tried to enable logging of the SQL Anywhere installation by using:

setup.exe "/v: /l*v! logfile"

to see if there are any errors logged when you install?

Is there a way to have a warning message displayed during the install that SQLANY12 variable has not been successfully created?

To answer your question, if you are creating your own MSI, you could potentially modify the MSI actions and launch your own install VBS script at post-install to check whether the variable that you're interested in exists:

(Warning: Untested code! Hopefully this should get you started...)

' ====================================
' == post-install-env-check.vbs
' ====================================

Dim oShell
Set oShell = CreateObject("WScript.Shell")
If Not oShell Is Nothing Then
    Set WshSysEnv = oShell.Environment("SYSTEM")
    If Not IsNull(WshSysEnv("SQLANY12")) Then
        If WshSysEnv("SQLANY12") = "" Then
        MessageBox("WARNING! Variable %SQLANY12% may not be correctly set. " &_
                   "Check permission on HKEY_LOCAL_MACHINE\\SYSTEM\\CurrentControlSet\\Control\\Session Manager\\Environment ?")
        End If
    Else
        MessageBox("WARNING! Variable %SQLANY12% may not be correctly set. " &_
                   "Check permission on HKEY_LOCAL_MACHINE\\SYSTEM\\CurrentControlSet\\Control\\Session Manager\\Environment ?")
    End If
    Set WshSysEnv = Nothing
    Set oShell = Nothing
End If

In Orca with the MSI loaded, you would then need to go to the "Binary" table. Add an entry:

Name         Data
EnvCheck     [Binary Data]   (Browse to 'post-install-env-check.vbs')

Go to the "Custom Action" table. Add an entry:

Name         Type            Source
DoEnvCheck   6               EnvCheck

Go to the "InstallExecuteSequence" table. Add an entry:

Action  Condition        Sequence
DoEnvCheck  NOT Installed    6700

Save, and run the MSI.