Thank you so much!!! It worked!!
Posting the entire process here to have it in one post, which I will mark as the solution.
Step 1: open the 64 bit version of gdb (navigated to C:\mingw-w64\x86_64-8.1.0-posix-seh-rt_v6-rev0\mingw64\bin\gdb.exe on appveyor)
Step 2: gdb > sharedlibrary
Step 3: gdb > file C:\julia\bin\libjulia.dll
Step 4: gdb > attach <pid> The PID be found in the resource monitor through task manager
Step 4: gdb > thread 1 to switch to the main thread
Step 5: gdb > bt to print the back trace.
Thank you @ihnorton, @adrpo, and @jameson for taking the time to help me figure this out.
EDIT
And since this post was originally about creating a mindump, here’s how to do that:
Step 1: Open an internet browser
Step 2: go to Process Explorer - Windows Sysinternals | Microsoft Docs
Step 3: click run now from Sysinternals Live
Step 4: Right click on the Julia process and select create dump > create minidump