There is probably more error context above that collect2 line with actual error content. I suspect more object files are bigger than 2GB and need the -bigobj flag.
If it’s failing while linking libvtkCommonDataModel-9.3d.dll in Debug, the problem might just be that the dll is too big and mingw32/collect2 is running out of room. When it fails, try again with -j1 and with more verbosity. Hopefully that will provide extra information.
VERBOSE=1 cmake --build . -j1
or
cmake --build . --verbose -j1
Edit: also watch your computer’s memory during the build, to see if it might be running out.