When setting up the PLANTUML_JAR_PATH (an others path based config option) within the Doxyfile configuration, the Cygwin version of doxygen will insert the current directory path to the front of the user specified path. This behavior is very specific to the Cygwin version (not how the Linux, Win or OSX versions of doxygen behave) and is problematic in many ways.
The Cygwin version of doxygen is assuming that all paths are relative to the directory where doxygen is executed. This is completely opposite to the norm. Different users have different environments, which is the reason why the Doxyfile includes options to define this paths in the first place. Also, under Cygwin, we have a problem when doxygen calls external tools that don't support the unix-like cygpath (i.e., anything none-cygwin). For example, when executing Java to run PlantUML even if the plantuml.jar file is stored a matching relative path, the execution would fail because of the unsupported path format.
Don't know if this is the proper place to submit a bug related to the Cygwin version of doxygen. If not, please let me know where I should submit a bug report.