Unfortunately, I just don't have much time this week due to "work stuff"™ requiring most of my attention... but if I find a couple of hours, I'll see if I can figure out the "libsecp256k1" stuff... I vaguely recall seeing some errors relating to this while I was building the Windows binaries.
EDIT:
With Ubuntu 18.04 VM:
sudo apt-get install libsecp256k1-dev
sudo -H pip3 install libsecp256k1
I can run Electrum 4.0.0a0 within the Ubuntu 18.04 VM using
./run_electrum and then after using the "enable" button on the "wallet->information" dialog, I got a message saying lightning keys had been enabled and the wallet would be closed. Restarting Electrum and re-opening the wallet... I can see this:
clicking the lightning bolt gives this:
I'll have to see if this now works on Windows 10 after compiling the Windows binaries.
EDIT2:
The answer is yes... the Windows binaries appear to function the same