The "misworked" object file is the official Windows build of the GNU Scientific Library. But I found a workaround - a little filter for the polink output:
Writing debug information
Compacting CodeView information
9 warnings 'is longer than 8 characters; truncated'
1396 warnings 'missing contents flag; assuming DATA'
This is well known "misbehaviour" of MS linker, it usually sets the write flag on READONLY DATA sections or, as in this case doesn't set section access flags at all. Happen many times using precompiled libraries.
If you like MS point of view PellesC compiler is wrong, else MS is wrong
IMO MS is wrong, normally PellesC settings are compliant with section type.
Anyway this normally isn't a big issue and the executable works anyway.
Moreover the MS and PellesC debugging informations diverged long time ago, since MS started to not pubblish anymore the last formats. So don't care about them.
The best solution is to recompile the library with PellesC, or use MS tools for the whole project.