Fluid simulation baking would not progress in Windows, as it was unable to open files for creation in the chosen cache path if this one involved Unicode characters such as cyrillic. Yet, it was able to open them to play the animation if they existed, so it was possible to create the files in another path and then copy them to the problematic path.

It was found the file creation was using gzopen() from zlib and given a (char *) string, which in Windows does not work with Unicode even though it does in Linux, and the existing files' access was done with BLI_gzopen(), a function implemented by Blender which does support Unicode.

Therefore, the fix was simple: replace gzopen() by BLI_gzopen() and include in CMake its respective folder.