I managed to pass this problem using the autogen.sh arguments “–with-libstdc+±dll=” and “–with-libgcc_s_sjlj-1-dll=” pointing to the files in /usr/lib/gcc/i686-w64-mingw32/4.9-win32/.
However, I hit another one about gpgex not beeing found.
I’m switching to Debian Wheezzy…