I have written some code that makes use of an open source library to do some of the heavy lifting. This work was done in linux, with unit tests and cmake to help with porting it
I finally came to the conclusion that the only way to get this to work (besides statically linking everything) is that all third party libraries must be compiled using the same version of Visual Studios - ie don't use precompiled dlls - download the source, build a new dll and use that instead.
Alternatively (and the solution we have to use where I work) is that if the third-party libraries that you need to use all are built (or available as built) with the same compiler version, you can "just" use that version. It can be a drag to "have to" use VC6, for example, but if there's a library you must use and its source is not available and that's how it comes, your options are sadly limited otherwise.
...as I understand it. :)
(My line of work is not in Windows although we do battle with DLLs on Windows from a user perspective from time to time, however we do have to use specific versions of compilers and get versions of 3rd-party software that are all built with the same compiler. Thankfully all of the vendors tend to stay fairly up-to-date, since they've been doing this sort of support for many years.)