Returning to the party a little late here, but I just ran into this problem again yesterday, and this is what I did to fix it.
The error mentions the following location:
C:\Program Files (x86)\Stencyl\plaf\haxe\lib\hxcpp\hxcpp\project\libs\mysql\obj\msvc19-ncxp\vc.pdb
But when I checked, I found that the referenced file didn't exist. The path stopped at "mysql". So I created the "obj" folder, and inside that, the "msvc19-ncxp" folder. I tried rebuilding cppia again, and this time it threw an error for a different .pdb file. In all, I had to create "obj/msvc19-ncxp" folders for the following hxcpp libs:
mysql
regexp
sqlite
std
zlib
After creating those folders, I rebuilt the Cppia host again and it worked. Because this process actually creates the .pdb files in the Stencyl install directory, you will probably need to run Stencyl as an admin before rebuilding the Cppia host.