Adding a mingw based config is easy in the current CI environment
(where we can just choose the different target by calling
i686-w64-mingw32-clang), while adding a clang-cl based config would
require setting up different environment variables pointing to the
i386 library directory.
Just adding one config (DLL) instead of exhaustively testing both
(DLL and static) as very few tests would differ in practice, to keep
the CI load reasonable.
A couple tests still fail in this config - they are fixed by D124989
and D124990.