Well it's not supported officially, but MinGW is MinGW, they work the same way. It's just a question of figuring out what CLion is looking for to only accept the old MinGW as compiler.
As a programmer our "job"is to solve problems. Giving up on a problem just because something is not officially supported can be viewed as being a little lazy. If one does know how MinGW compiler "work", at least up to a certain point, it becomes obvious that if something supports one MinGW version, it should with a high cance also support another version.
So what does CLion look for? If one runs procmon if becomes obvious that CLion is trying to read from <MinGW dir>/include/_mingw.h. Since I had no old MinGW version anymore, I then had download and install it, to see what this "magic" header file holds. In the end the header is simply used to retrieve the MinGW version, all the rest can be deleted without issue.
With the header in place CLion now recognizes the MinGW version and finds the long existing g++.exe, gcc.exe and mingw32-make.exe.
Maybe I was a bit showing off, but mainly because it's not such a hard task if one actually tries to take on the challenge and understands their tools.