When installing v3.9.0, I was getting errors fatal error C1083: Cannot open include file: 'pybind11/pybind11.h': No such file or directory. The problem was that in the include dir C:\programs\mambaforge\envs\mpl-dev\Include was only a folder pybind11-global, not pybind (which was inside pybind11-global). The solution was to conda uninstall pybind11 and then pip install pybind11[global] which created both pybind11 and pybind11-global folders (maybe pip install pybind11 would have been sufficient too).
This is just for reference if someone else experiences a similar problem.