How to tell `ocamlmklib` where to search for `.a` and `.o`?

Hello there,
I’m setting up OPAM on windows using MSYS2 (with mingw-w64 as compiler) but when I try installing num the call to ocamlmklib fails with Cannot find file "dllcrt2.o", thus I wondered how to tell where to search for .o and .a files.