ocamlnat is distributed with the compiler but not built by default. I can only start it by typing make natruntop in the ocaml compiler build directory. How can I make this into a fully functional native utop?
This would be a big amount of work to do. The ocamlnat project is still a bit of experimental and not officially distributed. There is an ongoing work, to revive it. What concerning binding it to utop then it would be a separate big amount of work, that will involve some programming. But it is too preliminary to speak about this at this stage of the project.
Note: utop is not just a wrapper around OCaml toplevel, it is a separate implementation, so retargeting it to a new backend, might not be that easy.