With GNU tools, delayload is handled completely differently. (One creates a specific delayload import library using dlltool and then links against it instead of the normal import library.)
Instead of requiring using -Xlink=-delayload:lib.dll, we can provide an lld specific option for this.
@jacek - If this one lands, do you need it in the 9.x release branch? (I might do an llvm-mingw release from that point release, but then move on back to latest trunk when there's other changes I need from there.)