There is a way using SDL RWops (a very powerful and slightly underdocumented feature of SDL) it works for SDL, SDL_Image and SDL Mixer, the only issue you're going to have I think, is with BASS...

but that's only because I've never used BASS, perhaps it has a way of loading from a resource already built in.

But it's quite possible to load SDL Resources from a Zip file... or any other type of file for that matter.

There are examples on the net of how to do it, some people on here have done it too. I'm not sure if the current version of JEDI-SDL has examples of WRops, perhaps it should.