.gitlab-ci, build: avoid same DLL dependencies from previous runs.

We were already avoiding re-processing a same DLL within the same run (this can happen when 2 dependencies have themselves a common dependency). But the dll_link.py script was stateless regarding previous runs so we might be checking again the same DLLs multiple times (even though we were not copying them again).

Let's make the script stateful with a new parameter to give a file where all the previously processed DLL names are stored. I am hoping it would improve the efficiency of the packaging-win32-native which is suddenly extra slow (it always times out, even after raising the max job time; now we time out after 2h30! The 64-bit packaging job just takes 1h, which is too much already, but still much more reasonable).