NOTE: This gist was added to the official building manual and will be updated there from now on: https://haxe.org/documentation/introduction/building-haxe.html
- Uninstall OCaml, MinGW, Cygwin
- Remove leftover environment vars, cleanup PATH
- Download 32-bit installer from the fdopen's fork: https://fdopen.github.io/opam-repository-mingw/installation/
- Install it, in Cygwin package selection also check
mingw64-i686-zlib(used by Haxe). You might need to switch "View" in top-right corner to "Not Installed" to see it in the list.