I'm not sure how we ended up discussing dll. You were writing about "interfacing with lots of legacy C,C++ and Fortran Code", which is something else entirely. Does this mean that we agree that "interfacing with lots of legacy C,C++ and Fortran Code" is not the issue and that we have moved to another issue?
Dynamic libraries can definitely be a problem, across languages. I've seen plenty of crates that rely on platform-specific .so/.dylib, so I'm not really nervous about that being supported, but it's absolutely possible that there may be Windows-specific issues that I haven't heard about.
edit Complete rewrite, let's hope nobody has responded yet :)