It appears that CLion is limited to supporting mingw and not mingw64. All attempts to point to a mingw64 directory lead to "current version is 5.0" even when I point to a mingw64 4.9.3 implementation. Furthermore mingw64 gcc5.1 has been out for awhile and mingw64 gcc5.2 is now available, so there is no reason not to support gcc5. Finally the reason for only supporting gdb 7.8 or below is retrograde.
Mingw64 is so much better than mingw that surely CLion should support it and its toolset. The latest mingw is gcc4.8+ while mingw64 now support gcc5.2. Get with it CLion ! You are not the best C++ IDE if you can's support the latest C++.