Restore caching of externals on Windows buildbots

GitHub fields:

assignee = None
closed_at = None
created_at = <Date 2022-02-18.17:00:25.553>
labels = ['build', 'tests', 'OS-windows']
title = 'Restore caching of externals on Windows buildbots'
updated_at = <Date 2022-02-21.21:00:00.669>
user = 'https://github.com/jkloth'

bugs.python.org fields:

activity = <Date 2022-02-21.21:00:00.669>
actor = 'steve.dower'
assignee = 'none'
closed = False
closed_date = None
closer = None
components = ['Build', 'Tests', 'Windows']
creation = <Date 2022-02-18.17:00:25.553>
creator = 'jkloth'
dependencies = []
files = []
hgrepos = []
issue_num = 46789
keywords = []
message_count = 5.0
messages = ['413494', '413498', '413650', '413655', '413680']
nosy_count = 8.0
nosy_names = ['paul.moore', 'vstinner', 'tim.golden', 'jkloth', 'jeremy.kloth', 'zach.ware', 'steve.dower', 'pablogsal']
pr_nums = []
priority = 'normal'
resolution = None
stage = None
status = 'open'
superseder = None
type = None
url = 'https://bugs.python.org/issue46789'
versions = []