All because a bug in cygwin :-( I am using the time machine now, but that server is really slow (5-8k/s) so I have been waiting for 10 hours... and I do not know whether or not setup.exe will crash.
Anyway, you have been playing with this for a while. Do you know where should I change to make lyx a straight 'configure; make; make install'? I learned autoconf several years ago and picking it up again has been a pain. Bo