I'm facing estrange issue with my project configuration, I changed to target platform x86 but the compiler is ignoring this setting and keep targeting AnyCPU as the screenshot shows, where else should I check to force compiler to x86?
That's the Solution Platform name. You forgot to activate it, note how it doesn't say "Active (x86)". Which is why you got the "Any CPU" platform built, that's the active one.
Do note that these names are not very meaningful to a .NET project, the only setting that really matters is the Platform target on the Build tab of your EXE project. Solution platforms are a big deal in a C++ project, it select the kind of compiler that's used to build the program. Not relevant to C#, it has only one compiler. Just changing the setting for the AnyCPU platform is fine too.
Use Build + Configuration Manager. Use the upper-right combo box labeled "Active solution platform" and pick x86 from there. Now the Build settings that are visible in your screenshot will be in effect.