How old is your MinGW?
I just cloned GitHub - Alexpux/mingw-w64 and it's right there.
Code:
$ grep -C2 GetProcessId mingw-w64/mingw-w64-headers/include/processthreadsapi.h
WINBASEAPI DWORD WINAPI GetPriorityClass (HANDLE hProcess);
WINBASEAPI WINBOOL WINAPI ProcessIdToSessionId (DWORD dwProcessId, DWORD *pSessionId);
WINBASEAPI DWORD WINAPI GetProcessId (HANDLE Process);
WINBASEAPI DWORD WINAPI GetThreadId (HANDLE Thread);
WINBASEAPI HANDLE WINAPI CreateRemoteThreadEx (HANDLE hProcess, LPSECURITY_ATTRIBUTES lpThreadAttributes, SIZE_T dwStackSize, LPTHREAD_START_ROUTINE lpStartAddress, LPVOID lpParameter, DWORD dwCreationFlags, LPPROC_THREAD_ATTRIBUTE_LIST lpAttributeList, LPDWORD lpThreadId);
--
#define PROC_THREAD_ATTRIBUTE_REPLACE_VALUE 0x00000001
WINBASEAPI DWORD WINAPI GetProcessIdOfThread (HANDLE Thread);
WINBASEAPI WINBOOL WINAPI InitializeProcThreadAttributeList (LPPROC_THREAD_ATTRIBUTE_LIST lpAttributeList, DWORD dwAttributeCount, DWORD dwFlags, PSIZE_T lpSize);
WINBASEAPI VOID WINAPI DeleteProcThreadAttributeList (LPPROC_THREAD_ATTRIBUTE_LIST lpAttributeList);