I was building LLDB under mingw (x64-4.8.1-posix-seh-rev5) today and these are the changes I needed to make the build work. It would be good if people with different windows configurations could make sure this doesn't break something else.
I also fixed the Makefile in Interpreter. It used to check for DISABLE_PYTHON but was then changed to check for MinGw (DISABLE_PYTHON is defined automatically for MinGW, but I think it's a valid use case to define it even on other platforms). It now checks for both and actually disables the build of LLDWrapPython if requested to do so (before it would still call the target).