Great to hear the windows package works for you.
I've done pretty much everything for LUFA other than get FLIP installed. I know, that should take no time at all ;-> But I'm focusing on the SFE board so don't manage to do even that small bit.
The messages about build/WHATEVER.d being missing aren't a problem. Right after that it builds them. Or should. If you run make again they shouldn't be there.
But, no idea why the build gets stuck. Probably not important, for you, as the windows package works for you. If someone else has the same problem I'll dig into it a bit more.