I had very similar problems when trying to install the current development version on cygwin (the package python3-3.10.2 failed to build). I was able to fix this by manually specifying in the configuration that the system python3.8 should be used (python3.9 failed for separate reasons), but then I encountered a separate bug with building e_antic-0.1.9. I could post the corresponding log files, though I should say that I have since given up on making it run on cygwin.
What I can recommend to the original poster is to set up sage locally on Windows using the Windows Subsystem for Linux, as described here:
For me neither the BIOS modification nor the upgrade to Ubuntu 20.10 was necessary, and all steps were much faster than the steps I got to work on cygwin, too. After following the instructions above, I continued with the Ubuntu instructions on
followed by the instructions in
as recommended.