fix: Mingw64 corrected and add a CI job to test it (#3132)

* mingw64 platform string is like mingw_xxx not "mingw"

See https://github.com/msys2/MINGW-packages/blob/master/mingw-w64-python/0099-Change-the-get_platform-method-in-sysconfig-and-dist.patch

* Mingw: Do not dllexport exceptions

This is a fix for errors like:

D:/a/pybind11/pybind11/include/pybind11/detail/common.h:735:23: error: 'dllexport' implies default visibility, but 'class pybind11::builtin_exception' has already been declared with a different visibility
  735 | class PYBIND11_EXPORT builtin_exception : public std::runtime_error {
      |                       ^~~~~~~~~~~~~~~~~

* GHA: Test Mingw64 build

* fix: avoid thin binaries on mingw

* fix: drop lto on MinGW

* Mingw64: disable PYBIND11_DEPRECATED

It trigger many warnings for unknown reasons

Co-authored-by: Henry Schreiner <henryschreineriii@gmail.com>

tools/pybind11Common.cmake

@@ -302,13 +302,18 @@ function(_pybind11_return_if_cxx_and_linker_flags_work result cxxflags linkerfla
 endfunction()
 
 function(_pybind11_generate_lto target prefer_thin_lto)
+  if(MINGW)
+    message(STATUS "${target} disabled (problems with undefined symbols for MinGW for now)")
+    return()
+  endif()
+
   if(CMAKE_CXX_COMPILER_ID MATCHES "GNU|Clang")
     set(cxx_append "")
     set(linker_append "")
     if(CMAKE_CXX_COMPILER_ID MATCHES "Clang" AND NOT APPLE)
       # Clang Gold plugin does not support -Os; append -O3 to MinSizeRel builds to override it
       set(linker_append ";$<$<CONFIG:MinSizeRel>:-O3>")
-    elseif(CMAKE_CXX_COMPILER_ID MATCHES "GNU")
+    elseif(CMAKE_CXX_COMPILER_ID MATCHES "GNU" AND NOT MINGW)
       set(cxx_append ";-fno-fat-lto-objects")
     endif()