It seems that Agda 2.5.4.2 has a constraint base (>=4.8.0.0 && <4.12). And GHC 8.6.3 comes with base 4.12.0.0.

Additionally, GHC 8.6.3 on Windows suffers from a bug that prevents Agda from compiling: https://gitlab.haskell.org/ghc/ghc/issues/16057 (now solved, but I don’t know if the Platform has been updated).