Adapt project/make.sh for Windows builds

Fixes:
- link `-H windows` is not compatible with `-linkmode external`
- under Cygwin go does not play well with cygdrive type paths (i.e.: `/cygdrive/e/src/...`)

These issues were encountered while examining the required work for proper integration tests on client only platforms (#9217).
That's the catch: what is documented is that `==` behave differently for **single** and **double** brackets, not that `=` and `==` behave differently inside double brackets!