I think that when the fonts for utf-8 are missing cygwin build fails. I
think it should not fail.
See this log:
Renaming input to: `utf-8.ly'
Interpreting music... [3]
Preprocessing graphical objects...
Calculating line breaks... [3][5]
Writing header field `texidoc' to `lily-1125831446.texidoc'...
Writing header field `texidoc' to `lily-1125831446.texidoc'...
Writing lily-1125831446-systems.tex...
Writing lily-1125831446-systems.texi...
Layout output to
`lily-1125831446-1.eps'.../netrel/build/lilypond-2.6.0/share/li
lypond/2.6.0/scm/framework-ps.scm:316:9: In procedure
scm_allocate_string in exp
ression (ly:ttf->pfa file-name):
/netrel/build/lilypond-2.6.0/share/lilypond/2.6.0/scm/framework-ps.scm:316:9:
Ar
gument 1 out of range: 48156387
lilypond-book.py: warning: `lilypond' failed (status 2) (ignored)