Can you please explain what your issue is?
meson build and install the files dxgi.dll and d3d11.dll as dxgi.dll.so and d3d11.dll.so
but in the meson scripts is set to .dll
https://github.com/doitsujin/dxvk/blob/master/meson.build#L35
You seem to misunderstand what it is actually supposed to do. The default ending for libraries on Linux is .so so without appending .dll to the name it would just be d3d11.so and dxgi.so respectively. The meson entry is just there to make it d3d11.dll.so and dxgi.dll.so, which is the naming scheme used by wine.
but this break the setup_dxvk.sh script. because can't find the files because is renamed
Well yeah, and I frankly don't care at the moment because there's no 32-bit support yet. There's a PR to fix up the setup script which i might merge, but ultimately you can either set up the winegcc build manually or just do what you're supposed to do, which is stick to the mingw build for now.
https://github.com/doitsujin/dxvk/commit/635a43fefe8152d879abee6b68598d3b7322081b
seems this not work at all