Fix the Windows package

[pkgw]

The build.sh was not in set -e mode, which masked the fact that the Windows installation step wasn't fully completing (log, line 2859). This PR fixes that, and fixes the Windows install by creating a needed directory before the build.

I've re-applied the patch from @xhochy to fix conda-build to version 3.17.8, which was blown away by the rerender; if it's not still needed, we can take it out.

• [x] Used a fork of the feedstock to propose changes
• [x] Bumped the build number (the version is unchanged)
• [x] Re-rendered with the latest conda-smithy (Use the phrase code>@<space/conda-forge-admin, please rerender in a comment in this PR for automated rerendering)
• [x] Ensured the license file is being packaged.

[conda-forge-linter]

Hi! This is the friendly automated conda-forge-linting service.

I just wanted to let you know that I linted all conda-recipes in your PR (recipe) and found it was in an excellent condition.