as it appears not possible to get a pointer to a non-static member function.
Correct. When the event happens, which instance of the class should notice? That's the dilemma, and why is is the individual instance's responsibility to make that clear to the class, so the static method knows which instance method to call.
Is there a way to have the library setup its own interrupt handler?
No. But think of a doorman class. A hotel might have several doormen - for weekdays, for weeknights, for weekends, etc.
Only one doorman is on duty at a time, so if a car drives up (an interrupt), the hotel manager knows which instance of the doorman class should handle the interrupt. At the start of the next doorman's shift, he (or she) registers as the doorman of interest, relieving the previously active doorman of that responsibility.
Your class needs to be based on this model, where the class is responsible for dealing with the interrupt and calling the appropriate instance's method.