Fix win32setlocale.c const-related warnings.

Back-patch to 9.2, like commit db29620d4d16e08241f965ccd70d0f65883ff0de.
Make ECPG test programs depend on "ecpg$(X)", not "ecpg".

Cygwin builds require this of dependencies pertaining to pattern rules.
On Cygwin, stat("foo") in the absence of a file with that exact name can
locate foo.exe.  While GNU make uses stat() for dependencies of ordinary
rules, it uses readdir() to assess dependencies of pattern rules.
Therefore, a pattern rule dependency should match any underlying file
name exactly.  Back-patch to 9.4, where the dependency was introduced.
Re-remove dependency on the DLL of pythonxx.def file.

The reasons behind commit 0d147e43adcf5d2bff9caa073608f381a27439bf still
stand, so this reverts the non-cosmetic portion of commit
a7983e989d9cafc9cef49becfee054e34b1ed9b4.  Back-patch to 9.4, where the
latter commit first appeared.