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>