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Using sqlite3_load_extension on windows
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Yeah, those API-MS-... and MS-EXT-... are how Microsoft implements "interfaces" in Windows 10.  They are not really DLLs at all.  They can be ignored.  Anything that is compiled to run on Windows 10 will have a crap load of them.  If you target exclusively an earlier version of Windows, they will all go away.

If a DLL is missing and it is NOT one of these "interface" dlls, then it is a "real" error as opposed to just a fake error because the dependancy walker does not properly ignore these "interfaces".

I don't know why your compiler is mangling the names, but at least now you know what it is doing.