PyGMT can't load GMT library for Python 3.6 + Windows

[seisman]

Description of the problem

It seems PyGMT can't correctly find GMT for Python 3.6 + Windows. The error messages are:

pygmt.exceptions.GMTCLibNotFoundError: Error loading the GMT shared library 'gmt.dll, gmt_w64.dll, gmt_w32.dll, C:\Miniconda3\envs\test\Library\bin\gmt.dll':

It works before but failed in recent builds, for example, https://github.com/GenericMappingTools/pygmt/runs/1404103533.

[weiji14]

Is it:

1. The library is not there, because we broke something in Rebuild for gdal31 conda-forge/gmt-feedstock#111?
2. The library is there, but there is a problem linking to it, of which Find the GMT library by calling "gmt --show-library" #628 might help?

[seisman]

See some debugging in #694. The gmt.dll is found in the system, but PyGMT can't load it.

#628 won't help with the issue, because gmt --show-library just returns the full path to the GMT library.

[weiji14]

Closed with #699, see more discussion on why at #690.