Just picking the compilers doesn't work. You need to fully switch the toolchain, by having the compiler's bin directory in PATH.
Since I work with many different variants of MinGW, I tend to not have any of them in PATH and only temporarily add one when I need it by calling set PATH=<path to compiler>\bin;%PATH%
MinGW-w64 GCC 8.1.0 (POSIX, SEH) from MinGW Builds works fine for me.