Generally, there would not be any big difference between compiled dll by
msvc and mingw-w64. To further debug your issue, some information is needed.

* Can you provide any debug output or error messages given by that program?
* May you provide a simple, minimal code and procedure to reproduce the
issue exactly?
* Also provide the system environment, cygwin or msys2 versions (if using),
compiler and python versions etc.

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