Codeblocks doesn't crash, it keeps running. In fact, it even detects when I close gdb.exe manually, the debugging buttons change to the initial state.
The button for restarting session doesn't work, all debug buttons don't react. Actually, debuggee and gdb.exe stay active after I close codeblocks. The only way to stop it is to close gdb.exe manually.
I'm going to try out nightly build now, okay, I'll report the result.