These are the logs of the last run (with USE_GLOO=0)

CMakeError.log 1
CMakeOutput.log 1

I will now try to build with Ninja again and send you the logs once it is done. In order to do so, I just set USE_NINJA=ON and remove the following lines from my installation routine, right?
set CMAKE_VERBOSE_MAKEFILE=1
set CMAKE_GENERATOR=Visual Studio 16 2019
set CMAKE_GENERATOR_TOOLSET_VERSION=14.29
set DISTUTILS_USE_SDK=1
"C:\Program Files (x86)\Microsoft Visual Studio\2019\Community\VC\Auxiliary\Build\vcvarsall.bat" x64 -vcvars_ver=%CMAKE_GENERATOR_TOOLSET_VERSION%
set CUDAHOSTCXX=C:\Program Files (x86)\Microsoft Visual Studio\2019\Community\VC\Tools\MSVC\14.29.30037\bin\HostX64\x64\cl.exe

So my new installation routine will be the following:

set TMP_DIR_WIN=C:\Users\gooog\Downloads
C:/Users/gooog/Downloads/Use_mkl.bat
C:/Users/gooog/Downloads/Use_sccache.bat

set USE_NINJA=ON
set PATH=%TMP_DIR_WIN%\bin;%PATH%
sccache --stop-server
sccache --start-server
sccache --zero-stats
set CC=sccache-cl
set CXX=sccache-cl
set MAX_JOBS=1
set USE_GLOG=0
set USE_GLOO=0
python setup.py build --cmake
python setup.py install

Thanks a lot for your help!