Thanks for the helpful reply; knowing how Cygwin programs die (with SEGV etc.) may be the key. Perhaps I can catch the problem in a signal handler; getting the PID of the failed program would be the next hurdle.
As far as the 2 contradictory paragraphs, the first refers to behavior in a good old reliable DOS console window; the latter refers to a Cygwin shell.
The scenario going on in the kernel was enlighting
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