There is another difference: the successfull build does use the .thirdparty-cache https://ci.appveyor.com/project/OpenSmalltalk/vm/build/1.0.1241/job/jde7286l...
line 5 Cache '.thirdparty-cache' - Restored
Then it just keep the prebuilt library rather than rebuilding it
line 362 cp -f /cygdrive/c/projects/vm/.thirdparty-cache/windows/x86_64/bin/libssh2-1.dll build/vm