I'm fairly inexpert in CPAN & friends and not sure about the cause of your exact problem, but I did find out that MyConfig.pm is quite agreeable to hand editing.
Mine was specifying:

'make' => q[C:\\_32\\make\\bin\\make.EXE],
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but that was correct only for some of my perls, so I replaced that line with:

'make' => $Config{make},
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and inserted use Config; at the beginning of the file.

It's still there in the same state, and working fine - despite that I've installed latest blead a few times since making that alteration.
I don't know what circumstances will cause this MyConfig.pm to be overwritten but I guess I'll find out one day.

So .... don't rule out the possibility of being able to make durable changes by hand to MyConfig.pm, though in your case it sounds like you'll want something like:

if($^O =~ /MSWin32/) {
 # one list of settings
}
else {
 # another list of settings
}
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That might be a bit tedious to implement if you don't have both lists at hand.
And, as I said, I don't really know much about the shortcomings of that approach.

Cheers,