Are there any terminal multiplexers for Cygwin/Windows other than Gnu's screen?
I know of 2 alternatives to the Gnu's screen application: Byobu and TMux. However, neither of these run under Windows using Cygwin.
Indeed neither byobu nor tmux are available as Cygwin packages, but you could try building them from source. Lots of programs do build without Cygwin-specific patches these days.
(Btw, byobu actually is Screen, but with a fancy default configuration.)