No Stupid Questions

There is nothing fundamental that would stop you from creating the machine , but it would be a logistical Nightmare. The way we create robots depends entirely on a complex supply chain, you need Polymers, semiconductors, several types of alloys,rare earths, etc,.all of them coming from all over the world.

This machine would essentially be an everything factory that is fully automated, making every single electric component , refining every gram of metal, etching every Silicon wafer into an integrated circuit, it would have to have a way of reaching every single mineral deposit needed and handle the transport of such material.

The manufacturing of CPUs is already one of the most complex in the world , and fabs don't have to worry about mining their own metals and synthesizing their own chemicals.

This machine would have to be static due to the scale of production and would likely need to create it's own drive workers for maintenance and resource gathering, so it would also have to have a way of creating and maintaining such workers.

That's of course assuming it would use the kind of technology we use. The kind of technology we've developed over Centuries which has been shaped by human culture, economics and biology.

There's probably hundreds of technologies that could be self replicated very efficiently but that people overlooked because getting copper from the other side of the world was more convenient.

So I guess ultimately that would be the limiting factor, our machines are designed around us. You would need several radical designs that disregard decades of RnD

like a nanomachine in shows(nanoprobes, nanites,,,etc), probably not in real life we arnt there technologically right now.

A so called "Gray Goo" scenario has been proven unlikely because of energy constraints.

Yes, theoretically of course it is.

If your definition of 'device' includes biological machines, that's us and basically everything else we call 'living.'

If you mean purely mechanically, as in with just cogs, levers, etc? Maybe hypothetically? But probably not really. If you ignore a lot of elements it might be conceivable to design a factory that uses mechanical computing to produce and manipulate stock materials being fed into it, but mechanical things are notoriously finicky when it comes to tolerances, so it'd probably take on too much entropy somewhere and wouldn't be able to repair itself.

If you allow electronic computers and actuators, it gets easier, but it's still extremely difficult to the point of practical impossibility to build any system capable of self-maintenance and self-calibration, let alone one that can fully produce every part of itself.

Look up RepRap. A 3d printer that can print itself, except for the electronics

3 The overall replication process should sustain itself for an indefinite amount of iterations

Indefinite can mean both not determined or infinite.
It can not make infinite of course, because at some point the Universe according to current standard model will cool out.

But apart from that no problem, as long as the physical conditions exist to support it.

https://en.wikipedia.org/wiki/Self-replicating_spacecraft

They kind of already exist, see xenobots

Because you say mechanical that ~~does~~ might preclude chemical reactions...

At least a basic level of a real world self-replicating "device" in an abstract sense, you can "grow" some crystals given sufficient substrate liquid.

I think it is theoretically possible, and may be easier to realize at a microscopic scale since you can get a sufficient amount of liquid that can be considered a 'functionally-infinite' space and the device can more freely float around without having to worry about needing complex dextrous parts to put things in the right place.

A loose ball of dandelion seeds I put together would be my idea of a simple self-replicating 'device' that operates mechanically, in the natural world, at a human scale that I think meets your criteria. It floats around in the area and if there are dandelion fields where it goes, it can pick up the seeds, and if it bumps into a random obstacle in the landscape it will break into parts that can pick up other seeds. The only logical aspect of the device is how many seeds it is comprised of, and there is not a set sequence as to when it will break, because it just depends on where the wind pushes the 'device' into in the landscape.

Addendum: Condition 4 is hard to get around with my example, I can't guarantee that when it breaks apart only dandelions that weren't part of the original part would formulate the new part. Seems overly perscriptive if you count using its own constituent part to make a new part, then repairing itself up again as contravening that condition.

Isn't this a Von Neumann machine, essentially?

Constraint 5 seems like an odd addition, why wouldn't you want something like this to also be potentially useful? I would imagine if anyone does this for real it probably would break that constraint (as the xenobots do), because there's a good chance the builders would try to accomplish something with it.

Theoretically possible, and potentially catastrophic: https://en.wikipedia.org/wiki/Gray_goo

I imagine with current or near future technology this would have to be a large automated factory with many different types of manufacturing elements within it. But I see no reason why it wouldn't be possible, just not cost effective yet.