I'm not really sure what else to suggest. On Windows, there is a .bat file that can set up the environment variables. You're not going to be able to run that from a bash shell. I took a look at it last night to see if it could be ported, but it reads registry settings to initialise the variables. Very sucky.

Having said that, installing YCM on Windows is pretty tricky in the first place. Installing this plugin should be a walk in the park after that :)