Okay, honestly, I have no idea what is happening. It works... but...
After restarting C::B I found the release target build working. Did some work there. Closed C::B, came back after an hour, now it didn't work, but the debug one did. Literally made 0 changes appart from switching build targets. Hey, it works, I'll leave it.
Btw, -DSFML_STATIC always updated back to SFML_STATIC. -D simply did nothing.