This is from a regular Cygwin package called gcc-gdc installed after the gcc-core package was installed.
$ gdc hello.d -o hello
d21: error: cannot find source code for runtime library file 'object.d'
d21: note: dmd might not be correctly installed. Run 'dmd -man' for installation instructions.
d21: note: config file: not found
$ dmd
-bash: dmd: command not found
$ which gdc
/usr/bin/gdc
$ gdc --version
gdc (GCC) 11.4.0
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Is gdc known to work on Cygwin?