From https://sourceware.org/ml/gdb-patches/2018-09/msg00225.html :
Running "make -C gdb install-strip" fails:
/bin/sh /d/gnu/gdb-8.2/install-sh -c -s ./contrib/gdb-add-index.sh \
d:\usr\bin\strip.exe:d:/usr/test-gdb-8.2/bin/_inst.8116_: file format not recognized
This is actually already fixed on 8.2 and master; the bug is for
8.2.1 tracking purposes. However I am leaving it open until
8.2.1 is added to the target milestone list.
Fixed by 7c09445cf887b2501ce33e47cdd0d1c2545b6934 on the branch.