Okay, I was able to get the _Haskell Platform_ approach to work, by doing the following:

- Uninstall Haskell Platform.
- Reinstall Haskell Platform, overriding the default suggested installation path with something _not containing spaces_.
- Change my `~\AppData\Roaming\cabal\config` file from this:

    ```
    extra-prog-path: C:\HaskellPlatform\8.6.5\msys\usr\bin,
                     C:\Users\capnf\AppData\Roaming\cabal\bin
    ```

    to this:

    ```
    extra-prog-path: C:\HaskellPlatform\8.6.5\msys\usr\bin
    extra-prog-path: C:\Users\capnf\AppData\Roaming\cabal\bin
    ```