Perhaps worth noting that there is a difference between MinGW [1] and MinGW-w64 [2] - namely, the latter supports building 64-bit applications. In combination with msys2 [3], its pacman port [4], and mingw-builds [5] the toolchain has become very easy to install, and quite pleasant to use.
I had previously commented [6] on stability issues using mingw-w64. After some snooping using vmmap, Dependency Walker, and PE Explorer, I found that disabling the Windows Superfetch service dropped memory usage significantly. It turns out that this has been observed by cygwin devs [7]. I also disabled the Program Compatibility assistant, and my system now stays stable even after rebuilding LLVM and OpenBLAS multiple times.