For my "cygrun.exe" wrapper to work it should be behind shebang scripts in the PATH, so moved ~/usr/bin to the PATH end on Cygwin.
# Disable "gpg: Warning: using insecure memory!".
no-secmem-warning
personal-digest-preferences SHA256
cert-digest-algo SHA256
default-preference-list SHA512 SHA384 SHA256 SHA224 AES256 AES192 AES CAST5 ZLIB BZIP2 ZIP Uncompressed
keyid-format long