Update MinGW to default to better exceptions

sjlj is an old style of exception handling that's slower. It also has a
problem linking against the Ruby DLL. Change the default to dwarf/seh
depending on architecture.

Also add params so the exception handling and thread library can be
selected when installing MinGW.
I probably shouldn't change the default without changing version. I'll update this with the original defaults, while keeping all the parameters.