The file is called "intrin.h". When building targeting Windows on a Linux system, with the SDK mounted in a case-insensitive file system, "Intrin.h" will miss clang's intrin.h header (because that's not in a case-insensitive file system) but then find intrin.h in the Microsoft SDK. clang can't handle the SDK's intrin.h.
(I'm not really trying to build llvm-for-windows on linux, but I'm trying to build chrome-for-windows on linux, and parts of the chrome build depend on parts of the llvm build, so I want to fix this upstream.)