Again, there is an official installer for cross compiling on windows.
Follow the link to "Downloads (laz + fpc)" on the left side of the forum. Select "Windows 64 bit", select your version of Lazarus, download the cross compile package.
lazarus-1.8.4-fpc-3.0.4-cross-i386-win32-win64.exe
lazarus-1.8.4 with fpc-3.0.4-cross-i386-win32 for install on win64.exe
This contains the cross compiler, and 32 bit debugger. This must be installed into the same directory as your 64bit IDE
Make sure under options > debugger, the path to the gdb is
$(LazarusDir)\mingw\$(TargetCPU)-$(TargetOS)\bin\gdb.exe
Then it will work for 32 and 64 bit
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The target for your project (32/64) can be set in project options (you can use build modes to switch quickly)