Your settings looks good and artifacts setting is correct (though appveyor PushArtifac will work too). I think that problem is simple that you hit build timeout of 60 minutes. We increased it for you to 90 minutes, hopefully it will help.
Side note: I would recommend cd %APPVEYOR_BUILD_FOLDER% instead of cd .. to ensure you came back to the right place :)
Thank you, Volker and Ilya. I only just realized that all of my builds (with the exception of two broken ones) timed out after 1 hour. Looking at the build output, it seems that the line cmake --build . --config Release --target package never terminates. So all steps after that (including the definition of artifacts) never run.
The strange thing is that cmake prints the following:
Time Elapsed 00:05:07.99
So after 5 minutes, CMake is done. But instead of exiting, it appears to hang indefinitely.
I logged in via RDP. While the build was actively running, there was an empty CMD window open. (My guess is that it was empty because its output was redirected.)
Once the build started hanging, however, the CMD window just disappeared. No prompt, no dialog, the CMD window just disappeared. Now the desktop is empty and the only running application is called AppVeyor Build Agent Interactive. I tried clicking on it, but it doesn't seem to be very interactive.