Thank you. winget install GNU.Emacs actually asks for elevation to Administrator, and --scope user doesn’t work.
That cygwin post was very helpful! I fixed opam-share as it suggested, and also changed this line in merlin.el to
(filename (replace-regexp-in-string "\r$" "" (car (process-lines "cygpath" (buffer-file-name (buffer-base-buffer)))))).
Now it’s communicating correctly and giving feedback–yay!
(p.s. I should also mention that my emacs exec-path had some weird entries with C /path/elements rather than C:/path/elements, which I fixed manually. Will try to work out where they came from.)