I’m not sure if the tip should go into the https://wiki.libsdl.org/Android or https://hg.libsdl.org/SDL/raw-file/default/docs/README-android.md
androidbuild.sh can work from Windows using Cygwin but needs the COPYSOURCE=1 environment variable set first. Although Cygwin supports links this seems to not to be compatible with the regular Windows method “mklink”.