Edit, I've solved this now. For anyone finding this sub in the future, you cant run the 32-bit sfml if you are using the 64 bit codeblocks
So, instead of "GCC 5.1.0 TDM (SJLJ) - Code::Blocks - 32-bit" version of SFML, I should use the "GCC 7.3.0 MinGW (SEH) - 64-bit" version for "codeblocks-20.03mingw-setup.exe" version of Code::Blocks?