I wrote a simple CURL and put it in a script file.
if i run mintty first and then \"test.sh\" it runs the script in the file just fine. Works perfectly.
how
For whoever is interested in this... here is the solution
Create a shortcut in windows for mintty with the following target
mintty
Assuming your shell file is located in c:\cygwin\bin
C:\cygwin\bin\mintty.exe /bin/bash -l -e '/cygdrive/c/cygwin/bin/test.sh'