I can indeed confirm that the Tools/build.sh script is working quite well under cygwin64, including the profile driven optimized g++ build.
Maybe a dos2unix on Tools/build.sh and Tools/buildFathom.sh is required depending on your Windows git configuration (some \r can be automatically appended to end lines and cygwin does not like that).
You will also need to set ulimit -s unlimited for massive recursion to work.
Finally I noticed that on my hardware / cygwin version, -flto makes linker crash so I disabled it for when cygwin is detected.
Moreover g++ profile generation with path specified is also an issue with cygwin so I generated profile in-place.