Further to this question, I want to build luatex on Windows with the LuaSQL library baked in, at least with the ODBC drivers.
This post by Taco Hoekwater back in 2010 walks through the process for baking in luaxml-reader but it appears that the make/configure/build environment for luatex has moved on since then, making it challenging to apply his technique.
I am no automake guru, but I have got as far as being able to successfully build luatex.exe with MinGW, so I feel pretty close!
I am hoping that the results of my efforts will enable access to databases via ODBC directly from within LuaLaTeX documents. Given the existing issues with accessing lua libraries from luatex (see this question for example), I think a bespoke bake is the most viable option.