I created another automatic script to compile GMP and GMP-ECM for Windows using MSYS2:
gmpecmcompile.zip (289 MB)
You need to use
https://7-zip.org to unpack it. It is just one folder "msys64" with a size of ~1.4 GB unpacked. You should unpack it to C:\ so the folder becomes C:\msys64 (you should always run virus scan on stuff like this to be safe)
Start MSYS2 with the file: C:\msys64\msys2_shell.cmd
To start compiling GMP and GMP-ECM in MSYS2 type:
./gmpecmcompile
Choose your CPU in the menu or the closest one to it, and it should compile both GMP and GMP-ECM, it will take 40+ minutes.
If you don't trust downloading this folder, I can make a guide to install MSYS2 and install the needed packages, and then just link the script itself. Just let me know if I should do this.