I don't know what options you have in your startx script, but I have a shortcut in my Windows startup folder with target
C:\cygwin\usr\X11R6\bin\XWin.exe -multiwindow -clipboard -dpi 100
But that only works if the cygwin dlls are in your PATH.
I use
D:\cygwin\bin\bash.exe -l -c "xwin +kb -xkbmap de -query murpel -from 192.168.1.2 -dpi 100 -clipboard &"
as a link to avoid the additional window. Without the query option this should work.
