Knowing that on windows everything has to match perfectly with each other while on linux it doesn't matter what you link, this sounds like something wrong being linked.
Since you mention you are using MinGW 4.8.3, my first guess would be that you are using the precompiled TGUI libraries which were compiled for MinGW 4.7 instead of compiling TGUI yourself for MinGW 4.8.3?