This might be not actually gnuplot problem but MinGW-64 problem.
I have tried to build gnuplot of vs source using gcc 4.8.2 from MinGW-w64 (64bit SEH).
I could execute gnuplot and wgnuplot on build directory ( config/mingw)
However, I cannot execute them because of Application Error. (0xc000007b).
If somebody knows the way to overcome this issue, please let me know.