Is it possible to install / run / upgrade datahub without direct access to the internet?

if you are able to have access to the datahub images somehow in your environment, yes.

Is there any existing documentation on how to do this kind of install? Also, in my testing I saw that python dependencies were downloaded based on ingestion sources as well, so I don't think it's just the docker images that would be needed, right?

the python dependencies can also be dockerized, and a copy of the lib exist in in datahub-ingestion

docker save

is what you need to do transfer I dont think there are existing documentation for offline approaches

We pull our datahub instance (docker images) using a corp-internal docker registry, so the machines don't need access to the internet. You can message me if you need help with that