Update msys-make
I have attached a test makefile that uses the feature requested.
I suspect that the issue is not so much that msys-make doesn't support the define directive — that's been supported by every version of gnu-make which I recall using, over the past twenty years or so — but rather that your example usage requires support for the (redundant) = operator following the defined variable name; that syntax was introduced by gnu-make version 4.x, and isn't supported by earlier versions.
Notwithstanding that you may be able to work around this, in your particular usage case, by simply removing that redundant operator, an updated release would certainly be welcome. However, I will leave it to Cesar to set an appropriate update schedule.
Thank you, Keith, for providing a workaround and accepting to fulfill the ticket.
This is a proposal to update the version of make provided in the msys-make package to a version that supports multiline define syntax:
https://www.gnu.org/software/make/manual/html_node/Multi_002dLine.html
It will facilitate the building of projects that rely on that feature of make, and generally on any feature introduced since make 3.81,which was released in 2006.
In this particular case, the request was prompted by the inability to build dosbox-staging:
https://github.com/dreamer/dosbox-staging