>Only when I execute java.jar directly, (like you can see on the last cmd) I could start the agent, otherwise it was not returning from execution.

That it is ok, it should not return, I wanted to check that you can execute the java -jar slave.jar and it does not return errors.

The config.xml attached is a multibranch project, it is not the config.xml of the Agent, anyway add this command as suffix start label command

 || echo "KO - retcode $?"

Then do a try an attach the output.

Finally, replace the previous command by this one and attach the output

 && echo "OK - retcode $?"

I want to get the real exit code of the java process

How much memory has this agent? Do it has an antivirus installed?

You mean like this?

[04/18/18 18:15:35] [SSH] Starting slave process: cd "/cygdrive/d/CI/jenkins-ssh" && java -Djava.util.logging.config.file=/cygdrive/d/CI/jenkins-ssh/logging.properties -jar slave.jar && echo "OK - retcode $?"
<===[JENKINS REMOTING CAPACITY]===>Slave JVM has terminated. Exit code=0
[04/18/18 18:15:35] Launch failed - cleaning up connection
[04/18/18 18:15:35] [SSH] Connection closed.

I executed the previous command before, nothing.

The agent has 16 GB of RAM
I can also successfully build on the machine, when I use the connection of "Launch agent via web start".

Do you not find it strange, that I could execute the slave.jar file only when I was in the folder?

Could you try the other one? because seems like the slave.jar process die

|| echo "KO - retcode $?"

I think that I know what happens, clean up the suffix and prefix field and put exactly this one in the prefix field

/bin/bash -c "cd "/cygdrive/d/CI/jenkins-ssh" && java -Djava.util.logging.config.file=/cygdrive/d/CI/jenkins-ssh/logging.properties -jar slave.jar";

Here is the output:
prefix_output.txt

I just inserted text into the prefix field.

ifernandezcalvo
Any update? Or are you now at the end of you knowledge? A tricky problem.

 /bin/bash -c "cd "/cygdrive/d/CI/jenkins-ssh" && java -Djava.util.logging.config.file=/cygdrive/d/CI/jenkins-ssh/logging.properties -jar slave.jar"

The command line is not correct but does not matter because "/bin/bash -c" does not return any error, it should return at least a syntax error, I do not know what happen on your environment but it is not related with the SSH Slave Plugins it is something in your sshd configuration, on your user login, on your environment initialization files (.bashrc, .profile, ...), or your default shell, I bet that if you put

/bin/bash -c ls &&

on your command prefix you would see nothing in the console output.
You could try to execute a command using the ssh command line, probably it fails

ssh USERNAME@AGENT_HOST /bin/bash -c ls

try the same but with -t parameter, it should work

ssh -t USERNAME@AGENT_HOST /bin/bash -c ls

I recommend you to check a really good comment from Ben Langton at https://wiki.jenkins.io/display/JENKINS/SSH+slaves+and+Cygwin that explains all the steps that you have to make to configure OpenSSH.

If you need more help, try in the jenkins user group.