I have reloaded the whole Cygwin from scracth (it had LilyPond 2.6.1), then I followed your link for an upgrade to 2.6.4. Everything went smoothly. But when I process any page, for example page-layout.ly, the PDF file shows the notes and staves correctly, but it looks like all the text is missing; only a few single letters like s, m, r, and mp, scattered all around.
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