I had the same issue, and I tried everything what is posted here to fix it but none worked for me. In my case I'm using Cygwin to compile the dll. It seems that JVM tries to find the JRE DLLs in the virtual Cygwin path. I added the the Cygwin's virtual directory path to JRE's DLLs and it works now. I did something like:
SET PATH="/cygdrive/c/Program Files/Java/jdk1.8.0_45";%PATH%