It is quite common to use '*.dll.a' extension for import libraries when building with GCC for Windows (eg. cygwin, MSYS2, mingw-w64, ...). Only the MS compiler uses '*.lib' extension. I suppose developers of the library using GCC and hence prefer GCC convention. So I would not file a bug report.The developers of OpenBLAS are using a non-standard naming convention for their import library. You should file a bug report against this.
Not sure about MS compiler, but GCC allows to specify a library just by passing its full path (without '-l'-prefix). This might be useful to avoid the problem.
BTW: You should not hardcode paths like 'C:\OpenBLAS-v0.2.19-Win64-int32\include' and 'C:\OpenBLAS-v0.2.19-Win64-int32\lib'. Try to auto-detect such paths and allow to override defaults.
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