More of the same!

$ pkg-config --cflags --libs libxml-2.0 -I/usr/include/libxml2 -lxml2 -lz -liconv -lm

$ xml2-config --cflags --libs -I/usr/include/libxml2 -L/usr/lib -lxml2 -lz -liconv -lm
Very funny. Probably something to do with cygwin.