Invalid request code seems to be EBADRQC 56
To be sure this is not a PATH issue, where a Cygwin installation might interfer with the mingw bash for Git for Windows, try the same command in a simplified PATH and a portable Git (like PortableGit-2.23.0-64-bit.7z.exe), uncompressed anywhere you want.
set PATH=C:\WINDOWS\system32;C:\WINDOWS;C:\WINDOWS\System32\Wbem;C:\WINDOWS\System32\WindowsPowerShell\v1.0\
set GH=C:\path\to\git
set PATH=%GH%\bin;%GH%\usr\bin;%GH%\cmd;%GH%\mingw64\bin;%PATH%
Then try the rm command in a regular Windows CMD shell session (not git bash at first).
Try and use (for testing) rm -i, to get confirmation. -f is a bit dangerous, -rf even more so.