fwiw stephan t lavavej, who is one of the maintainers of msvc's c++ standard library (with the most apropos name ever) offers a mingw distro with gcc (currently) 7.1.0 and a bunch of recent libraries. we could probably use his build scripts to produce a very minimal gcc.
Anyway it's at https://nuwen.net/mingw.html and it seems to be about 40mb all told.
I may have misconfigured the unit tests import in arraymancer. I use Appveyor for testing on windows with mingw-w64, and OpenBLAS is imported and loaded correctly: See here.