I was talking with the Cygwin X11 maintainer (jturney, Jon Turney) on #cygwin on freenode and he pointed out that XMing's patches to the X.org source code are public, even though the binaries require a "donation": http://www.straightrunning.com/XmingCode/ http://www.straightrunning.com/XmingCode/xserver/
When debugging/fixing issues with VcXsrv (which X2Go Client for Windows bundles), these patches could be helpful.
BTW, the Cygwin Xwin code is kept here: http://cgit.freedesktop.org/~jturney/xserver/ You'll want to look at specific branches though, such as: http://cgit.freedesktop.org/~jturney/xserver/log/?h=cygwin-release-1.15 http://cgit.freedesktop.org/~jturney/xserver/log/?h=cygwin-release-1.17
And Jon Turney said that upstream X.org does compile under MinGW.
-Mike