I can't answer to all your questions at this moment but this commit might be of interest for you:
https://github.com/ocaml/opam/commit/f0157ed232ff1100aa049c922b9bdc857ac21998 (see the CLINKING_windows definition which static links everything but the windows APIs)
This works with 4.14 but i haven't tried with 5.3 yet so your milage may vary.
Regarding OCaml 5.3/mingw64 you shouldn't need to have to do anything with libwinpthreads because it's only used for the msvc port, not the mingw one.
Cheers,
Kate