Reporting the STATUS_INVALID_UNWIND_TARGET fatal error

In the native MinGW build of GDB, we currently do not interpret
STATUS_INVALID_UNWIND_TARGET, neither as a Posix-style signal nor as a
Windows exception (under debugexceptions).  As result, GDB says
something like

  gdb: unknown target exception 0xc0000029 at 0x7c9502cc

Would it make sense to report this as SIGSEGV instead?

This happens, e.g., when a thread tries to longjmp using stack
information recorded by a different thread.  What will GDB report in
such a case on GNU/Linux or other Posix platforms?