The tarball context-legacy.x86_64-cygwin.tar.xz contains both a symlink bin/x86_64-cygwin/texmfstart --> ../../texmf-dist/scripts/context-texlive/stubs/unix/texmfstart and an executable texmfstart.exe. The latter shouldn't be there. Thanks. Ken P.S. I don't know where that executable came from. It's not among the binaries that I built for Cygwin.