@David: I don't think any of the other open issues actually addresses building Python with mingw (but I may misremember).

@Friedrich: This is only going to be productive if you are willing to look into the issues yourself, and propose changes. If I had time to look into this issue (which I don't), it would be much easier for me to reproduce and fix the problem, than to wait for you to report the next problem. Be prepared that this task may take several days (or even weeks) of work. If you merely keep reporting the problems you find, expect people to lose interest quickly.

As for the specific problem (make_test.txt): MS_WINDOWS needs to get defined somehow (I think), and then EALREADY etc ought to come from winsock2.h (see exceptions.c around line 2360).

Try replacing the generated pyconfig.h with PC/pyconfig.h to see whether that gets you further.