You were absolutely correct! When I initially entered the compiler and linker options, I used the global "Settings -> Compiler and Debugger" menu to enter these options, because I would often use these specific GSL libraries in many projects. But then I was surprised that this information remains hidden in the menus of individual projects. Apparently Code::Blocks is using the global settings without showing these in the menus of the individual projects.
Many thanks for raising this question. I incorrectly thought that the global setting information should also be shown in the settings of the project also.
Similarly, in the global menu's compiler settings I have enabled the C++0x but this was not shown in the settings of the individual project.