dll.exp should be the list of symbols to export (binary format) that's being created right above with the command dlltool --def Constants.def --output-exp dll.exp.

Other than that, I'm afraid I can't offer much wisdom :)  What does dll.exp contain? Maybe the file is empty because the dlltool command failed for some reason? Interestingly, my version of dlltool doesn't have an option --def, only --input-def or -d ...

Update: a little googling suggests that --def is still understood for compatibility, so this shouldn't be an issue.