Same for me - trying to compile a PIO imported project in CLion with the cygwin toolchain will not build, I get the same red marks against the build options as noted by @averri
Further - I got this in the build messages
CMake Error at /cygdrive/c/Users/kevin/.CLion2017.1/system/cygwincmake/share/cmake-3.7.2/Modules/CMakeTestCXXCompiler.cmake:44 (message): The C++ compiler “/cygdrive/c/Program Files/LLVM/bin/clang++.exe” is not able to compile a simple test program.
and the CMakeError.log had this:
Compiler: /cygdrive/c/Program Files/LLVM/bin/clang++.exe Build flags: Id flags: The output was: 80 LINK : fatal error LNK1104: cannot open file 'kernel32.lib’
But switching to the mingw toolchain instead fixes it - I now have build targets that will run.