HP Support send me the following solution for the known problem:
/* Orphan bash shells always point to an unknown configuration issue with cygwin. There is a known workaround however it is not ideal.
In the .bash_profile for the PPM User you can place the line
The reason this not an ideal workaround is when cygwin does not detect activity for 1800 seconds (30 minutes) the shell will be dismissed. This could become and an issue for example when a SQL process exceeds the execution time. You can potentially try a higher value but should just remember this TMOUT setting exists.
You can perform a quick test by setting the value to 10 seconds first. Perform a PPM ENV check and confirm the shell is dismissed 10 seconds after the check. Then please set it to an appropriately large value such as 1800.
The currently orphan bash shells will need to be ended or you will need to restart the machine to remove them. */