It turns out it was fairly easy to make ESS work in Cygwin Emacs with R built 
for Windows.  The issue was of course path names.  I attach a patch that works 
for me.

Let me explain that I am using a company-provided and managed laptop and I have 
no choice but to run Windows. I am familiar with a number of Unix/Linux -like 
environments for Windows (Cygwin, MSYS, WSL). I have tried them all over a 
period of years. I use R primarily as a means for presenting data.  It is not 
the main thrust of my work.  Having spent considerable time making this laptop 
a comfortable working environment I am loathe to switch.

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