Thanks for all your ideas. The next version will contain an augumented libopenblas.dll in both numpy and scipy. On the long term I would prefer an external openblas wheel package, if there is an agreement about this among numpy-dev.
Another idea for the future is to conditionally load a debug version of libopenblas instead. Together with the backtrace.dll (part of mingwstatic, but undocumentated right now) a meaningfull stacktrace in case of segfaults inside the code comiled with mingwstatic will be given.