The GitHub workflow for cygwin does not fit into the 6-hour time limit.
We do a multi-stage build, saving and loading local/ to/from build artifacts.

Depends on #29417
Depends on #29392

CC: @dimpase @embray @slel @jpflori @tscrim @vbraun @kcrisman

Component: porting: Cygwin

Author: Matthias Koeppe

Branch/Commit: 27ddea3

Reviewer: Dima Pasechnik

Issue created by migration from https://trac.sagemath.org/ticket/29403