Clang is the better alternative to MinGW because it can use standard Windows libraries and avoids the need for additional runtime.
I use MingW without any extra libs (no msys), it just uses the ancient msvcrt.dll that is present in all Windows versions, so my programs work even on Windows 2000.
Additionally the cross-compiler on Linux also produces binaries with no extra runtime requirements.
MSYS2 UCRT also uses the native Windows libraries (aka. UCRT).
Can you actually do cross compilation (on Linux host to win64 binary) with clang in the same way as MingW does out of the box though?