Issues with running integration tests locally on Windows

I ran into some problems when trying to set up and run integration tests locally (and natively) on Windows.

Environment:
OS: Windows 11 Enterprise
Git Bash (v2.49.0.1) from Git for Windows
VS Code: 1.99.3

**First attempt**
* Followed instructions from README to install MSYS2. This installs
* GDB v16.3
* GDBServer v16.3
* GCC v15.1
* This failed to run `make` in `src/integration-tests/test-programs` with
```
gcc -c bug275-测试.c -g3 -O0
Assembler messages:
Fatal error: can't create bug275-??.o: Invalid argument
make: *** [Makefile:51: bug275-测试.o] Error 1
```
* Updated `makefile` to copy things around even more and to avoid the unicode characters in gcc/g++ calls. At some point it succeeded.
* After that I tried to run the tests. But a lot of failures happened. Most problematic ones were.
* Some were clearly provoked by running the tests from a basepath with spaces in it.
* This goes away when I clone the repo into a basepath without spaces.
* Breakpoints didn't advance as expected if requested for empty lines.
* Turns out that the installed MSYS2 GDB version (16.3) lacks this "advance breakpoint" behavior. It shows same behavior when I do this in an interactive session.
* Some timeouts.
* They go away when I use the Windows CI variant of `.mocharc.json`.

I was not able to work around the breakpoint problem with that setup. Downgrading with pacman isn't straightforward as you would need to install a lot of dependencies manually from archived packages.

**I had more success with the git-bash for Windows and the following**
* Revert all edits of makefiles etc.
* Manually download and unzip the 7z-file that chocolatey installs in Windows CI: https://github.com/niXman/mingw-builds-binaries/releases/download/13.2.0-rt_v11-rev0/x86_64-13.2.0-release-posix-seh-ucrt-rt_v11-rev0.7z
* GDB 11.2
* GCC 13.2
* Put its `bin` folder on PATH.
* Copy `.mocharc-windows-ci.json` to `.mocharc.json`.
* Use `mingw32-make.exe` if you don't have `make` installed separately.
* Run `yarn test:integration --skip-make`, though the `--skip-make` is rather a habit from my first attempts and may not be necessary.

Only the unicode name test fails now because `make` or something along the chain turns `bug275-测试.c` into `bug275-测试`

**Actions and open questions**
* Update the README with these findings to explain the alternative route. Though I got a feeling this may need to become the main route for native Windows for now. In particular
* Using git-bash and the downloaded mingw.
* Copy the `mocharc.json` for Windows.
* Missing breakpoint advance behavior
* Is this specific to GDB on Windows or new behavior across all OS'es?
* Does it require fixes in the adapter itself to work better with newer GDBs? If so, we could switch back to the simpler MSYS2 setup approach.
* How to avoid the unicode file name renaming?
* Make GDB adapter and/or its integration tests more robust against spaces in paths.
* Not necessarily Windows related: has anyone ever tried to run the tests natively on macOS?

Any shared experience is very welcomed.