Comments - MariaDB 10.11.5 Windows Install Missing Auth_GssApi
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What you are missing - auth_gssapi_client is now a "builtin", i.e it is compiled into the libmariadbclient library - With the old client library, you'd need to copy auth_gssapi_client.dll (the client part) not auth_gssapi.dll (the server part). There is no change in the plugin itself, and therefore old library with old client plugin DLL should work as before. Of course, you can link with the new client library, then you do not need any DLLs.
Otherwise, if something does not work, you can file a bug illustrating what does not work and how it does not work.