Dependency walker can "profile" a process, menubar->profile->start profiling, it will log every DLL static and dynamic linked during the whole run life of the process.
Since I assume you are using Mingw, you need to compile the XS module without "-s" so it has debugging info then use the gdb infrastructure so you have symbols and can see the original C code and original var names. I can't give any specifics to WinDbg since its UI is much more difficult than VS Debugger. You probably have to goto disassembly window in WinDbg, see the current instruction address, or use register EIP in the dump above. Then figure out which mapped into address space DLL that EIP falls into. You can use http://virtualmemorymapview.codeplex.com/releases/view/28113
or MS's VMMap to see where the DLLs are in that processes memory.