seems the OF_TARGET_WINGCC error is already fixed in the master, only a matter of time before it shows up in the official downloads.
the problem with the missing dll files is fixable in a single place.
edit libs/openFrameworksCompiled/project/msys2/config.msys2.default.mk
search for "afterplatform:" and insert this line:
cp -r $(OF_EXPORT_PATH)/$(ABI_LIB_SUBPATH)/* binsee also https://github.com/openframeworks/openFrameworks/issues/4720