CI fix: Use fixed mingw version when building for Windows

[jakeru]

This should fix the CI builds for Windows that has been failing for quite some time with the following error message:

Cannot find path
'... lib\mingw\tools\install\mingw64\x86_64-w64-mingw32\lib\libpthread.dll.a'

By upgrading the egor-tensin/setup-mingw from version v2 to v2.2.0 we are able to specify a specific mingw version.

A too new version of mingw, for example 13.2.0, seems to fail the build for us. So let's use the fixed version 12.2.0 which was working fine before.

This solution is suggested for example here: https://github.com/egor-tensin/setup-mingw/issues/17#issuecomment-1890253793