mkdir is really a mess on MinGW

mkdir is really a mess on MinGW

mkdir with one argument produces an error as the macro requires two
arguments. I couldn't find which macro it is!

mkdir with two arguments doesn't work as _mkdir isn't defined without
direct.h.

_mkdir isn't defined without direct.h and direct.h cannot be included
unless NO_OLDNAMES is defined to mask the mkdir macro which conflict with
the definition in io.h.