The gdb in mingw-w64 is supposed to be as new as gcc bundled with it, I think.
I think I recall being able to force the gdb to break immediately at keypress, but I couldn’t do it when debugging DDA with mingw-w64’s gdb. It couldn’t catch crashes either, only printing 2 warnings about invalid parameters sent to functions and quitting as if the application closed correctly (except for error code). Debug version added an error msgbox, which I didn’t get in release.
I uploaded the save at https://github.com/CleverRaven/Cataclysm-DDA/issues/8891 now, but I’ll probably retry debugging later. Software either hates me, or loves me and wants me to help, because I attract bugs like a deadline covered in fruit juice.