Rust certainly is an interesting language and very worth learning but, as you already pointed out, can hardly qualify as functional. It has some functional features and a rich type system for sure, but the way you solve problems in rust is mostly just imperatively and very different from the "FP-way" imo. If OP wants to get into FP specifically, I'd suggest picking a different language first.

On another note: Not quite sure why you're saying OCaml ist hard to install, since the setup has been incredibly easy for me. Maybe the process has changed lately (they've been working on improving the tooling with opam and dune) but you can just follow the official installation instructions under https://ocaml.org/install and get it running in like 5 mins. If that doesn't work, there's always wsl.

Personally I'd suggest OCaml, as it's a statically typed, expressive and pragmatic language with a decently sized and mature ecosystem. For learning resources there's the wonderful Cornell book. Elixir is another hot contender and a pleasure to work with, as others have already pointed out. Pick Haskell if you're interested in getting freaky later on and have built some foundational knowledge (personally I enjoyed the haskell mooc but there are other great resources like learn you a haskell for great good too).