I see. The problem is that you are building the C driver for MSYS Makefiles and then building the C++ driver for Visual Studio. Use the same -G "..." option to CMake for both builds. Building the two components with two different toolchains is not supported and, as you have find, may not even work.
What is happening, from a technical perspective, is that the C driver build is creating CMake packages called libbson.... and libmongoc.... (because it is treated as a Unix-like system), but the Visual Studio build is looking for CMake packages called bson.... and mongoc.... (because the convention on Windows is to not use the lib prefix).