I finally managed to get a Cygwin-toolchain-Build running for the latest buildroot-Git-tree.
I know it is officially not supported but as said before it's nice to have it working.
Basically I had 2 problems that took me some time to solve (or avoid) them. 1) a bug into gmp-0.9 that caused a build failure (only for 'shared' builds of the host-mpc) 2) The initial-compiler was not generating code for the crt1.S files and was not correctly probing the possible options while building uClibc.
CPU_CFLAGS-y += $(call check_gcc,-fno-asm,) << SNIP-END >> The result for this was not correct.
Finally I ended up with one-solution (or work-around whatever you want to call it) for the both problems, I've build the host-gmp, host-mpfr, and host-mpc statically (as Yann does into the crosstool-NG)
This seems to solve all the W32-cygwin troubles for buildroot-toolchain-builds.
FYI: Is this cygwin-cross-toolchain tested? Yes I did compile some SMALL 'sample-programs' and tested them on a real platform (imx-537 cortex-A8).
Note: For the people that are interrested, these are the changes/patches that I needed to make for building a toolchain under CYGWIN.