(from libgcrypt.m4) LIBGCRYPT_CONFIG=$libgcrypt_config_prefix/bin/libgcrypt-config I suppose that you have the cross-compiled version of libgcrypt installed. If it is the case please try to use the --libgcrypt-prefix option to configure. The generated libgcrypt-config should to the right thing.
Well, still trying to compile libgcrypt for mingw32...
