I've tried compiling this in Debian 8.8.0, Ubuntu 16.04 and 17.04 - both Desktop and Server editions, to no avail.
I followed the guide with all the dependencies and all.
After almost giving up, I found this list of dependencies:
build-essential pkg-config libc6-dev m4 g++-multilib autoconf libtool ncurses-dev unzip git python zlib1g-dev wget bsdmainutils automake mingw-w64
which had mingw-w64. I also found
python-zmq
but I can't remember now if I installed it or not... worth a try.
Also, you might want to have at least 1.5GiB of swap space for the compilation process.
Now I have a wallet up and running, and am in the process of compiling the ZClassic one in order to get the blockchain downloaded, transfer it to ZenCash and successfully sync it.
Hope this helps!