I use the cross-compiler gcc-arm-8.3-2019.03-i686-mingw32-arm-eabi under cygwin. Gcc works fine. But when I tried to lanuch gdb, I got the following error:
I was able to reproduce the problem, I think the cause is a missing python27.dll that is needed by gdb but not gcc.
I installed Python 2.7 and it resolved the problem.
The one I used was:
Python 2.7.6 Windows Installer (Windows binary -- does not include source)