Forum OpenACS Q&A: Response to Windows and OpenACS3/4
Are you on the Cygwin mailing lists? My experience is that they are fairly helpful--maybe the threading problems are not too difficult to fix.
As an aside--we really need to have AOLserver running on Win32, even if it is under Cygwin. This way, you can duplicate your development environment entirely on a Windows box so you don't have to be attached to the server (or even to the Internet).
In fact, I did about 80% of the development of one of my OpenACS 3.2 backed sites on a laptop computer in the basement of the student union here at ASU...