Windows: Using SetDefaultDllDirectories prevents Julia from loading DLLs

[mkitti]

Using SetDefaultDllDirectories irreversibly prevents Julia from loading shared libraries.

Julia's jl_dlopen is implemented via LoadLibraryExW(wfilename, NULL, LOAD_WITH_ALTERED_SEARCH_PATH).
https://github.com/JuliaLang/julia/blob/63830a6f2050e61b7b2aca78e2462487fd3f59d0/src/dlload.c

I suggest that we consider switching to LOAD_LIBRARY_SEARCH_DEFAULT_DIRS | LOAD_LIBRARY_DEFAULT_DIRS when available, and we consider adding a fallback mechanism when using LOAD_WITH_ALTERED_SEARCH_PATH fails to load a library.

See https://learn.microsoft.com/en-us/windows/win32/api/libloaderapi/nf-libloaderapi-loadlibraryexw

Minimum example:

julia> @ccall "kernel32".SetDefaultDllDirectories(0x1000::UInt32)::UInt8 # 0x1000 LOAD_LIBRARY_SEARCH_DEFAULT_DIRS
0x01

julia> using Random

julia> MersenneTwister(1234)
ERROR: could not load library "libdSFMT"
The parameter is incorrect.
Stacktrace:
 [1] dsfmt_init_by_array
   @ C:\Users\kittisopikulm\.julia\juliaup\julia-1.8.3+0.x64\share\julia\stdlib\v1.8\Random\src\DSFMT.jl:69 [inlined]
 [2] seed!(r::MersenneTwister, seed::Vector{UInt32})
   @ Random C:\Users\kittisopikulm\.julia\juliaup\julia-1.8.3+0.x64\share\julia\stdlib\v1.8\Random\src\RNGs.jl:313
 [3] seed!
   @ C:\Users\kittisopikulm\.julia\juliaup\julia-1.8.3+0.x64\share\julia\stdlib\v1.8\Random\src\RNGs.jl:321 [inlined]
 [4] MersenneTwister(seed::Int64)
   @ Random C:\Users\kittisopikulm\.julia\juliaup\julia-1.8.3+0.x64\share\julia\stdlib\v1.8\Random\src\RNGs.jl:113
 [5] top-level scope
   @ REPL[11]:1

[mkitti]

Also see #47775 for a partial fix for when SetDefaultDllDirectories is used and disrupts DLL loading with LOAD_WITH_ALTERED_SEARCH_PATH