There is no way to do this at the moment.

It is not trivial.

• It is unknown if the external msys root has all required packages for a port. Otherwise there might be unexpected buid errors.
• The build might accidentally pick dependencies from the external msys root, e.g. via pkg-config. There might be unexpected errors. Maybe very subtle ones, occuring on runtime.
• Mixing different versions of msys2 (or cygwin) runtime is known to cause errors.