I think they're resolved by MSYS2's libgmodule-2.0.dll.a. So you'll need to do the rename dance for that (and for libffi.dll.a, if you haven't already).
If that still gives you trouble, I'll probably need to see the EXTRALIBS entry in the Makefile.
should just spit out a message that the test script was not run because the test script was not built (for each of the test scripts).