The code you sent works on my Bluepill !!??!!
I just uploaded it in the debugger and the LED blinks. Very strange...
Grasping at straws:
Can you please check, there is usually the pin number of the LED printed on the Silkscreen, does it say PC13? I have a newer Bluepill with USB-C connector, there the LED is on PB2.
You can clone latest, I just added usage of the 8MHz XTAL on the board, perhaps that changes something (Grasping at straws here, too....)
By the way, do you have a spare Raspberry Pi or another BluePill? Then we could build you a Debug Probe, programming embedded devices without a debug probe is for me worse than flying blind....
Michael