scons: improve dependencies detection on Windows (MinGW)

This PR makes SCons run all checks before failing and reports all checks result in one run. Previous behavior was to run until the first fail. This helps to resolve problems in one iteration, especially if you ask help remotely.

PR also changes the order of checks, so that the C++ compiler is checked before trying to compile SDL. This makes people like me, who don't possess knowledge about different C++ tools spend less time on troubleshooting compilation issues.