Okay, yes, if you create the directory manually, the rest of the procedure will fail. That is expected. I was just trying to sort out if there was something wrong with your file permissions, the path of the intended output, etc. But if you can mkdir the target, then clearly it's not the case.

The only other problem I could think of would be if your path contained any "space" characters, but that does not appear to be the case.

At this point I am really at a loss.

There is are two more things you might try though:

First, use relative rather than absolute paths, like so:

cd /cygdrive/c/Users/thesj165/Documents/
cmtk correct_dwi_distortion dwi/scans/pilot/UPMR0044_Pilot1/cmtk_dc/test dwi/scans/pilot/UPMR0044_Pilot1/raw/DWI_STIR_2b_PA_1/S1_rev_1.nii.gz dwi/scans/pilot/UPMR0044_Pilot1/raw/DWI_SSRF_S1/S1_fwd_1.nii.gz dwi/scans/pilot/UPMR0044_Pilot1/raw/DWI_SSRF_S1/S1_fwd_2.nii.gz

Because there is a conflict of path syntax between native Windows and Cygwin, there might be some bug parsing absolute paths.

(A potentially useful side effect of using relative paths, by the way, is that you can move around your data and paths will remain valid, so long as you always run CMTK's binaries from the same directory relative to the data.)

Second, do you have both the Cygwin and the native Windows package of CMTK installed? If so, are you sure you are using the Cygwin version? That is, are you sure the Windows version isn't also in the Cygwin search path, and listed before the one for the Cygwin CMTK package?

Sorry if this seems silly to ask, but like I said, otherwise I am pretty much out of ideas.