thanks for the report! I'm really sorry for all these inconveniences
but non using Windows is difficult for me to test the package.
Anyway, now I find a computer to test with and the problem should be
fixed and the AUCTeX package for Windows works for me. The problem
was a bashism in the rule to build the package (in particular an "echo
-e" command). If you want to fix it locally instead of installing the
package again, you only need to remove the "-e" at the beginning of
share/emacs/site-list/site-start.el.