Indeed the .dll **is** present, yet the loader apparently can't load it via such a mixed path. Not sure whether it's a build or a configuration issue.
The aspell und voikko error messages are unrelated to the problem here and they appear always even if the SpellCheck plugin correctly. This is rather a MSYS2 build issue or because we don't install the aspell and voikko libraries. Anyway, both are not required on Windows and they don't support custom dictionary directories.
@shawarden if the problem still exists for you and you got more information, just re-open.