Yes, you need a new MPI installation. Maybe ask you administrators if they could install it for you.
The MUMPS project does not use cmake. We cannot directly give it the same c/c++/fortran compilers that are used for NGSolve, because it would not find the necessary MPI libraries and flags. Instead, we give it the MPI wrapper-compilers (mpicc, mpicxx, mpifort). When the c/c++/fortran compiler underlying the MPI-wrappers mismatch, you run into problems like yours.
So, when your MPI is compiled with gcc8.3, MUMPS will also be compiled with that version.