CORRECTION BELOW: It looks like SFML is an C library; so, using an newer version of GCC should be okay.
CSFML is an C library; SFML is often used for the C++ version of the library.
NOTE: If SFML was an C++ library, then using the exact same major.minor version would likely be required.
You do need to match bit size as you did and the Exception Handling SEH to SEH as you did.
I do not know what else could cause an issue.
Edit: The download I looked at was here
https://www.sfml-dev.org/download/csfml/If you wish to use the C++ Library then you likely need to match the GCC major.minor version.
Tim S.