http://hg.libsdl.org/SDL/rev/5ce3f8bf8381 resulted in an error and
two warnings when compiled with mingw.

1.  Error from SDL_windowstaskdialog.h:
In file included from src/video/windows/SDL_windowsmessagebox.c:29:0:
src/video/windows/SDL_windowstaskdialog.h:23:54: error: expected ')' before 'HWND'

This is fixed by removing unnecessary annotations:

diff --git a/src/video/windows/SDL_windowstaskdialog.h b/src/video/windows/SDL_windowstaskdialog.h
--- a/src/video/windows/SDL_windowstaskdialog.h
+++ b/src/video/windows/SDL_windowstaskdialog.h
@@ -20,7 +20,7 @@
 */
 #include <pshpack1.h>
 
-typedef HRESULT(CALLBACK *PFTASKDIALOGCALLBACK)(_In_ HWND hwnd, _In_ UINT msg, _In_ WPARAM wParam, _In_ LPARAM lParam, _In_ LONG_PTR lpRefData);
+typedef HRESULT(CALLBACK *PFTASKDIALOGCALLBACK)(HWND hwnd, UINT msg, WPARAM wParam, LPARAM lParam, LONG_PTR lpRefData);
 
 enum _TASKDIALOG_FLAGS
 {


2.  Warning from SDL_assert.c:
src/SDL_assert.c: In function 'SDL_ExitProcess':
src/SDL_assert.c:138:1: warning: 'noreturn' function does return

Indeed ExitProcess() is prototyped with DECLSPEC_NORETURN, but
TerminateProcess() is not.  This can be rectified by adding an
exit() call in there. Do NOTE, however, that requires building
with a libc:

diff --git a/src/SDL_assert.c b/src/SDL_assert.c
--- a/src/SDL_assert.c
+++ b/src/SDL_assert.c
@@ -127,7 +127,7 @@ static SDL_NORETURN void SDL_ExitProcess
        better to call TerminateProcess than ExitProcess"
        https://msdn.microsoft.com/en-us/library/windows/desktop/ms682658(v=vs.85).aspx */
     TerminateProcess(GetCurrentProcess(), exitcode);
-
+    exit(exitcode);
 #elif defined(__EMSCRIPTEN__)
     emscripten_cancel_main_loop();  /* this should "kill" the app. */
     emscripten_force_exit(exitcode);  /* this should "kill" the app. */


3.  Warning from SDL_windowsmessagebox.c:
src/video/windows/SDL_windowsmessagebox.c: In function 'WIN_ShowMessageBox':
src/video/windows/SDL_windowsmessagebox.c:513:9: warning: 'nCancelButton' may be used uninitialized in this function

My lazy solution was manually initializing nCancelButton to 0.
Please review the code yourself for a possible better / correct
fix.
diff --git a/src/video/windows/SDL_windowsmessagebox.c b/src/video/windows/SDL_windowsmessagebox.c
--- a/src/video/windows/SDL_windowsmessagebox.c
+++ b/src/video/windows/SDL_windowsmessagebox.c
@@ -560,6 +560,7 @@ WIN_ShowMessageBox(const SDL_MessageBoxD
     TaskConfig.cButtons = messageboxdata->numbuttons;
     pButtons = SDL_malloc(sizeof (TASKDIALOG_BUTTON) * messageboxdata->numbuttons);
     TaskConfig.nDefaultButton = 0;
+    nCancelButton = 0;
     for (i = 0; i < messageboxdata->numbuttons; i++)
     {
         pButton = &pButtons[messageboxdata->numbuttons-1-i];