So for me the path given by the error didn't include the "arduino_due_x".
All I had to do was move the file into the path the error gives you and make sure it is named the same as the error. For some reason the error expected there to be "libarm_cortex3M1_math.a" The 3 and the M switched. I have no idea how or why but as soon as I put the right file (copied from ...\Arduino\hardware\arduino\sam\system\CMSIS\CMSIS\Lib\GCC) and renamed to match the error.
Hope that helps you.