I know this is not so much a programming question but it is relevant.
I work on a fairly large cross platform project. On Windows I use VC++ 2008. On Linux I use gcc
I want to add just one observation using Gnu make and other tools from MinGW tools on Windows: They seem to resolve hostnames even when the tools can not even communicate via IP. I would guess this is caused by some initialisation routine of the MinGW runtime. Running a local DNS proxy helped me to improve the compilation speed with these tools.
Before I got a big headache because the build speed dropped by a factor of 10 or so when I opened a VPN connection in parallel. In this case all these DNS lookups went through the VPN.
This observation might also apply to other build tools, not only MinGW based and it could have changed on the latest MinGW version meanwhile.