It was a font problem. I downloaded all (4 or 5) of the font packages and it fixed it. But I think the most likely font package was x-org-x11-fscl which are the scaleable fonts. This assumes that the Cygwin environment is fresh rather than the same tested environment in which LyX worked for you before in Cygwin. (6.8.99.901-1 font version #)
Thank you very much. I installed xorg-x11-fscl and the problem disappears. Bo