Appveyor: Improve diagnostics

Stop installing MSYS2 packages.
We're compiling for mingw, so we only need mingw packages.

Run pacman in verbose mode.

Explicitly install pkg-config and xz, to future-proof our builds.

Diagnostics for 28399.

.appveyor.yml

@@ -30,7 +30,7 @@ install:
     {
         Execute-Command 'c:\msys64\usr\bin\bash' '-e' '-c' $args
     }
-    Execute-Command "C:\msys64\usr\bin\pacman" -Sy --needed --noconfirm openssl-devel openssl libevent-devel libevent ${env:mingw_prefix}-libevent ${env:mingw_prefix}-zstd ;
+    Execute-Command "C:\msys64\usr\bin\pacman" -Sy --verbose --needed --noconfirm ${env:mingw_prefix}-libevent ${env:mingw_prefix}-openssl ${env:mingw_prefix}-pkg-config ${env:mingw_prefix}-xz ${env:mingw_prefix}-zstd ;
 
 build_script:
 - ps: >-