The previous version of durable-task plugin as failing at the 'sh' pipeline step, with error:
sh: C:[...]\durable-a739272f\script.sh: command not found

The fork from blatinville - https://github.com/blatinville/durable-task-plugin - adresses this issue, as this version is able to actually run the 'sh' tasks (succeeding for some; but mysteriously fails returning -1 for some other, when there is actually no failure in the commands).

The 1.13 release, which merges the PR from the above fork, fails on my setup with the following error:
nohup: failed to run command 'sh': No such file or directory

As it stands, I am not aware of any workarounds to actually run bash scripts on Windows remotes connected through Cygwin's sshd.