fatal error: SDKDDKVer.h: No such file or directory (when cross-compiling for Windows with Mono on Linux using MinGW)

[LinuxUserGD]

Godot version:
master
OS/device including version:
Arch Linux
Issue description:
When cross-compiling for Windows with Mono (maybe also without?) on Arch Linux using mingw, I get this error (also tried it with clean build git clean -xqf)
Output:

[user@archlinux git] $ ./godot_compile
Already up to date.
Mono
Build temporary windows binary
scons: Reading SConscript files ...
Configuring for Windows: target = debug, bits = default
Using MinGW
Checking for `thread_local` support ... supported
Found Mono root directory: / run / media / user / user / git / mono / dependencies / mono-64
Checking for C header file mntent.h ... (cached) no
scons: done reading SConscript files.
scons: Building targets ...
[Initial build] Linking Static Library ==> modules / libmodule_gdscript.windows.tools.64.a
[Initial build] Compiling ==> thirdparty / rvo2 / src / Agent.cpp
[Initial build] Compiling ==> thirdparty / rvo2 / src / KdTree.cpp
In file included from thirdparty / rvo2 / src / Agent.h: 40,
                 from thirdparty / rvo2 / src / Agent.cpp: 33:
thirdparty / rvo2 / src / API.h: 42: 10: fatal error: SDKDDKVer.h: No such file or directory
   42 | #include <SDKDDKVer.h>
      | ^ ~~~~~~~~~~~~
compilation terminated.
In file included from thirdparty / rvo2 / src / KdTree.h: 39,
                 from thirdparty / rvo2 / src / KdTree.cpp: 33:
thirdparty / rvo2 / src / API.h: 42: 10: fatal error: SDKDDKVer.h: No such file or directory
   42 | #include <SDKDDKVer.h>
      | ^ ~~~~~~~~~~~~
compilation terminated.
[Initial build] Compiling ==> modules / gdnavigation / gd_navigation_server.cpp
[Initial build] Compiling ==> modules / gdnavigation / nav_map.cpp
[Initial build] Compiling ==> modules / gdnavigation / nav_region.cpp
[Initial build] Compiling ==> modules / gdnavigation / navigation_mesh_editor_plugin.cpp
In file included from thirdparty / rvo2 / src / KdTree.h: 39,
                 from modules / gdnavigation / nav_map.h: 38,
                 from modules / gdnavigation / nav_map.cpp: 31:
thirdparty / rvo2 / src / API.h: 42: 10: fatal error: SDKDDKVer.h: No such file or directory
   42 | #include <SDKDDKVer.h>
      | ^ ~~~~~~~~~~~~
compilation terminated.
[Initial build] scons: *** [thirdparty / rvo2 / src / Agent.windows.tools.64.o] Error 1
Compiling ==> modules / gdnavigation / navigation_mesh_generator.cpp
scons: *** [thirdparty / rvo2 / src / KdTree.windows.tools.64.o] Error 1
scons: *** [modules / gdnavigation / nav_map.windows.tools.64.o] Error 1
In file included from thirdparty / rvo2 / src / KdTree.h: 39,
                 from modules / gdnavigation / nav_map.h: 38,
                 from modules / gdnavigation / gd_navigation_server.h: 36,
                 from modules / gdnavigation / gd_navigation_server.cpp: 31:
thirdparty / rvo2 / src / API.h: 42: 10: fatal error: SDKDDKVer.h: No such file or directory
   42 | #include <SDKDDKVer.h>
      | ^ ~~~~~~~~~~~~
compilation terminated.
scons: *** [modules / gdnavigation / gd_navigation_server.windows.tools.64.o] Error 1
In file included from thirdparty / rvo2 / src / KdTree.h: 39,
                 from modules / gdnavigation / nav_map.h: 38,
                 from modules / gdnavigation / nav_region.cpp: 33:
thirdparty / rvo2 / src / API.h: 42: 10: fatal error: SDKDDKVer.h: No such file or directory
   42 | #include <SDKDDKVer.h>
      | ^ ~~~~~~~~~~~~
compilation terminated.
scons: *** [modules / gdnavigation / nav_region.windows.tools.64.o] Error 1
Ranlib Library ==> modules / libmodule_gdscript.windows.tools.64.a
scons: building terminated because of errors.
[user@archlinux git] $

Steps to reproduce:

cd godot && \
git pull && \
echo 'Mono' && \
echo 'Build temporary windows binary' && \
scons p=windows tools=yes module_mono_enabled=yes mono_glue=no mono_static=yes copy_mono_root=yes mono_prefix='/run/media/user/user/git/mono/dependencies/mono-64' -j 8 && \
echo 'Generate glue sources for windows' && \
wine bin/godot.windows.tools.64.mono.exe --generate-mono-glue modules/mono/glue && \
echo 'Windows' && \
scons p=windows target=release_debug tools=yes module_mono_enabled=yes mono_static=yes copy_mono_root=yes mono_prefix='/run/media/user/user/git/mono/dependencies/mono-64' -j 8 && \
scons p=windows target=release_debug tools=no module_mono_enabled=yes mono_static=yes copy_mono_root=yes mono_prefix='/run/media/user/user/git/mono/dependencies/mono-64' -j 8 && \