I have built the OCC libraries using MINGW-W64 within MSYS2-W64 shell. My application is also built in the same environment.
The application crashed when calling XCAFApp_Application::Open ( const TCollection_ExtendedString & path, Handle< TDocStd_Document > & aDoc ).
The document was of type: "XmlXCAF"
An Errror message said that TKXmlXCAF.dll could not be found. Indeed this library is named "libTKXmlXCAF.dll" (with lib prefix) on a MINGW platform.
The problem was solved making a copy of "libTKXmlXCAF.dll" named "TKXmlXCAF.dll" and my application is not crashing anymore.
But I think that it would be better to fix the plugin so that it looks for "libTKXmlXCAF.dll" when the OCC library is built with the MINGW compiler.