After a mere entire day, I have successfully gotten a whole Lisp development environment installed on windows. So, let's review:
Install scoop to install other systems
Install roswell through scoop
! roswell fails to install, because it tries to install msys2... using an out of date, nonexistent package.
Install msys2 through scoop, then put a symlink in roswell's directory. Modify roswell msys2 install script to move along to the next step of installing the packages it wants in msys2
Now Alive is working! However, the continuous compilation means that I can't just quickload packages and use them like in the repl, and sending the code to the repl to use has different requirements, seemingly, than the compiler.
Righty-o, I can learn how to use packages properly, and now, finally, I have finished Advent of Code day 0.
At least day 1 was a nice relaxing break.