Edit2: Somehow instead of doing a new post I edited the old one.
Tim S.
Link to alpha git project to do step 4. https://github.com/stahta01/msys2_wx_config_exe.git (https://github.com/stahta01/msys2_wx_config_exe.git)
An wx-config.exe that works with MSys2 wx-config shell script
I did only minor testing and only 4 options are partly supported.
Output of wx-config --help below
Usage: wx-config [--help] --prefix <str> [--cflags] [--libs] [--static]
--help show this help message
--prefix=<str> Required path to the MSys2 mingw folder (C:/MSys2/mingw32)
--cflags Outputs all pre-processor and compiler flags.
--libs Outputs all linker flags.
--static Uses a static configuration if found.
Edit: Now that I have confirmed my idea on how to do step 4 will work will start doing the wxWidgets Wizard changes.
Tim S.