I just updated to 3.4.9-1 and compiled some code, and it complained about
cpuset.h.
Specifically, "C++ requires a type specifier for all declarations", and
sure enough, there's no return type on line 52.  So I changed my local copy
to the following, and it cleared things up:

#define CPU_ZERO_S(siz, set) __cpuset_zero_s (siz, set)
static __inline /*MCM*/ void /*MCM*/
__cpuset_zero_s (__size_t siz, cpu_set_t *set)
{

I looked at a couple mailing list archives and saw that the cpuset.h header
was worked on recently, but couldn't track it down any closer.  I also
tried to find a git repository so I could find the commit so I could check
for similar errors on other headers, but couldn't find the repo for
cygwin-devel anywhere.