dyncall uses LoadLibrary, which does not support injection of a search path for dependent libraries.
JNA uses LoadLibraryEx with the LOAD_WITH_ALTERED_SEARCH_PATH option (see MSDN).
Workaround is to load the dependencies first or to declare them with @Library("MyLib", dependencies = { "MyDep1", "MyDep2" ... })
(issue reported in this discussion on the mailing-list)