Just edit your /etc/passwd and replace /bin/bash with /bin/zsh.
If your shortcut is using mintty.exe then change it to:
C:\cygwin\bin\mintty.exe -i /Cygwin-Terminal.ico /bin/zsh --login
ZSH with mintty on latest cygwin?
Just edit your /etc/passwd and replace /bin/bash with /bin/zsh.
If your shortcut is using mintty.exe then change it to:
C:\cygwin\bin\mintty.exe -i /Cygwin-Terminal.ico /bin/zsh --login