Hi freezyundead,
I had similar issues with [native] a month ago when I figured out that unity’s unit test wouldn’t allow me mocking dependencies out for a bigger project… then trying to get gtest installed and working was a nightmare. But it works fine now 
If it is just the PATH that’s not working, make sure you added it to the correct environment variable “Path”.
Then, restart VS code. If you installed MINGW with the right packets (see nightmare link…), it will not kill you there. Else, use the MINGW’s packet manager to select missing libraries etc.
If this still does not work, let me know; maybe I find some time to compile a step-by-step approach for you.