GRAPHICS: Set the window title before initializing the screen

Fixes fullscreen mode on Windows
BUILD: Make MinGW compile gcc libs statically
GRAPHICS: Fix Windows fullscreen mode functionality

Starting OpenGL/SDL with bpp=32 and fullscreen made Windows start a
software OpenGL renderer, which we definitely don't want.
EVENTS: Allow for alt+f4 to quit on Windows
GRAPHICS: Fix usage of SDL_GL_DEPTH_SIZE

A proper fix for 219b917094