Hi,
Avian is normally built with the MinGW-w64 toolchain instead of the Visual Studio toolchain (the VS toolchain can also work, but is not well supported and almost certainly won't work with the OpenJDK build). That means the iphlpapi.lib on your system won't actually be used -- the MinGW equivalent libiphlpapi.a will be used instead. Do you have that file on your system? Under Cygwin, you can check whether it has the IcmpSendEcho2Ex symbol by running `nm libiphlapi.a | grep IcmpSendEcho2Ex`. You might want to upgrade Cygwin first to make sure you have the latest MinGW-w64.
If that doesn't help, would you please post the steps you took to build OpenJDK 8? I can try to reproduce the problem and debug it for you, but the build process for OpenJDK changes with each major release, and I haven't tried it myself since OpenJDK 7.