Regarding the Windows XP support in general and GTK - there is another interesting project msys2 http://msys2.github.io
GTK2 and GTK3 from there worked fine on Windows XP with dynamic linking.
msys2 provides complete tool-chain with mingw-w64 port of Arch Linux Pacman package manager for libraries and tools installation.
Looks like all of them can be used with dynamic linking only that's bad, but large number of supported packages and patches that make it work under WinXP may help to use some of them in MXE cross-compiling environment.
What do you think?