It's pretty important to specift PREFIX here right now since it's
not actually used in the paths, which means there would be a mismatch
between where the files are installed and where the data lives.

This is fairly easy to fix, but I likely never will.

Not at all approaching functional yet.

Note, the CI job is needs to be updated with AS=mingw32-as... need
to find where that lives.

SDL audio should work from any thread, and on the platforms that care,
SDL video is coddled appropriately.
The only question is around SDL_Quit() in an audio-only build, but we
can punt on that since the default builds will never do that... the only
thing I'm aware of that could be broken that way is tone, which nobody
likes anyway.

creating it.