Can code compiled with mingw-gcc on windows be analyzed using Inspector?
Does the intel debugger recozgnize gdb debugging symbols?
Does the code need to be compiled with specific debug switches (-ggdb, -g-dwarf2 etc.)?
Even on linux, where gcc and icc use the same debug symbol formats, Inspector instructions specify that Intel compilers must be used. If you can generate debug symbols compatible with Visual Studio debugger, it may be worth trying.