mingw gdb and ddd's cygwin

I was wondering if it is possible to use mingw's gdb instead of
cygwin's gdb in ddd.

I have tried
$ ddd --debugger path_to_mingw_gdb
And ddd hangs loading with a message: another ddd is running with pid
3696 host IP
There is no other ddd running. If I do ps aux | grep ddd there is no 3696.

I have also tried to rename and copy mingw's gdb to cygwin, rename and use
$ ddd --debugger gdb-1686-pc-mingw32
Gut no luck either. The same thing happens.

Any ideas?

The reason why I am trying to do this is because whenever I debug with
cygwin's gdb a program compiled with mingw's g++, I get errors
complaining about no source files found. However, I can debug my
program, because this only happens when it looks for debugging symbols
outside my program, I just have to click finish whenever that happens.
I was hoping that if I were using mingw's gdb those errors would go
away.

Thanks.