_strftime_l is only available in the numbered msvcrt versions (starting from msvcr80.dll). In the default configuration, mingw targets the unversioned msvcrt.dll - and there, _strftime_l is not available (not even on windows 10).
If MSVCRT_VERSION is set to a higher value (indicating a non-default target and wanting to link to msvcrXX.dll), use the correct function.