/usr/i686-w64-mingw32/include/dxerr8.h is in mingw-w64-i686-dev 3.2.0-2.
This file is owned by root:root, with mode 0o777.
It is a symlink to /usr/i686-w64-mingw32/include/../../share/mingw-w64/include/dxerr8.h
/usr/i686-w64-mingw32/include/../../share/mingw-w64/include/dxerr8.h