There is an updated pull request by aeadio against master on the void-packages repository

https://github.com/aeadio/void-packages wine-mingw
https://github.com/void-linux/void-packages/pull/27678

wine: Use MinGW to build WinPE DLLs
As of 5.x, Wine can now build DLLs in native WinPE format if the MinGW cross compiler is present. This is needed for some newer games to pass DRM/anti-cheat checks that validate the integrity of loaded system libraries.

See:

https://www.winehq.org/announce/5.0
https://bugs.winehq.org/show_bug.cgi?id=45349

I've split this out into a build option that's enabled by default.

This was built and tested on an x86_64 host, with 32-bit Wine tested as well. Games which would not launch on Void's Wine build are now functioning with this change (namely, World of Warcraft).

A patch file from https://github.com/void-linux/void-packages/pull/27678.patch is attached