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Compiling amalgamation with Visual Studio 2019
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Note that for me I found stdlib.h in
`C:\Program Files (x86)\Windows Kits\10\include\10.0.19041.0\ucrt`

which is what the Visual Studio Installer calls the "Windows Universal C Runtime".  You need to ensure on the individual components page of the VS Installer thingy that "Windows 10 SDK" of some version and "Windows Universal C Runtime" are selected.

It would appear that Microsoft has been playing musical chairs and moving things about when they updated their diapers by renaming things again recently.