Been digging around cygwin so gonna share my latest findings.
FIrst script should change python2-docutils to python3-docutils.
%UserProfile%\Downloads\setup-x86.exe -s http://cygwin.mirrors.pair.com -q -P mingw64-i686-gcc-core,gcc-core,make,mercurial,python3-docutils,perl,wget,unzip,zip,diffutils
This won´t be needed anymore
for f in /usr/bin/*.py; do ln -s $f "${f/.py/}"; done
I was a bit sloppy building mlv_dump without the extension .exe which made mlv_dump dependent on cygwin1.dll. After a few reinstallations I actually noticed dfort wrote about this at the bottom of the first post, hmm.
Alway do e.g make mlv_dump.exe or make cr2hdr.exe, not make mlv_dump