Where is your wx-config script installed? I have a feeling that your project settings make it so that the default wx-config script is called, and you thus end up linking to the original system installed wx version.
Under Linux, I can get as many versions of wxWidgets as I like by building them, but skipping the last step (make install), and renaming each versions' produced wx-config. For example, I use wx29-config for wxWidgets 2.9 and create a link under a path added directory. I then change all references of wx-config to wx29-config in my project settings.