I used to use MXE [1] to compile fully static Windows binaries on Linux VMs hosted with Travis. It needed to crane in everything though, so it was a source of bottlenecks from time to time. I was also uncertain about the provenance of a lot of the dependencies in that toolchain. So when Travis died I took the opportunity to move Windows builds back to gnu with msys2, all over GH Actions. These are actually comparatively snappy and I’m reasonably satisfied with it.

[1] https://mxe.cc/