rocksdb built with gcc-7.3.0 and mingw-w64-5.0.3 hits assertion

So I've built rocksdb-shared on macOS using gcc/mingw-w64 from brew.

This builds the `librocksdb-shared.dll` just fine, but when using it, instead of
a prebuilt `rocksdb.dll` with msvc, it hits this assert here:

https://github.com/facebook/rocksdb/blob/f9e0a0651244f9cea60e9fffadb73c27ee850ff5/db/column_family.cc#L477

I speculate that this is due to using libwinpthreads and the thread local storage destructors in https://github.com/facebook/rocksdb/blob/a6d8e30c05ac1a2cd4bfa9aa7d95a498b02b354c/util/thread_local.cc with lots of `OS_WIN` ifdefs. I could be wrong though.