RFC: Document Cygwin-to-MinGW cross compilation

cygwin and msys-target compilers are incapable of building libuv, but can build everything else - saves user time and frustration to check for them up front and error early. ref #8488 and #6234
there are a couple of small places where I do need special behavior for `BUILD_OS` containing `CYGWIN`, or `BUILD_OS` being `WINNT` would do things that are msys-specific. I don't quite want to turn cygwin into `WINNT` here. It isn't quite as much of a cross-compile in that you are able to run the compiled executables so we could try to turn on dependency self-checks for this particular combination, but I think that's the only downside in current cross-compilation. There's also the issue of Cygwin's git not working with the package manager, same as in MSYS2, hopefully we'll fix that with the libgit2 work soon enough.