Currently the plugin sends messages to the server error log doing printf(stderr,...)
But on Windows it doesn't work as the plugin gets the stderr different from the server,
and if the server runs as a service it does not have the stderr at all.

Replace the calls with the my_printf_error(ER_UNKNOWN_ERROR, "%s", ME_ERROR_LOG_ONLY,message); in 10.4 and with WriteFile like here https://github.com/MariaDB/server/blob/10.2/plugin/aws_key_management/aws_key_management_plugin.cc#L168 in earlier versions.