A single Makefile rule creates three files in three steps, the second
and third one never showing up in dependencies. The next step creating
the link lib only depends on the first of these files. Even if the
second or third step in the DLL build rule fails, the next make
invocation never picks up on this and just goes ahead creating the
link lib.
Fix this by splitting the DLL build rule into three rules, with
every step on the way depending on the previous rule. Also fix up
the names, TEST_DLL_NAME just doesn't cut it.