I use Cygwin's X-windows. For Gvim (not Vim) I've gotten warnings similar to the following for years:
** (gvim:432): WARNING **: Error retrieving accessibility bus address:
org.freedesktop.DBus.Error.NoReply: Message recipient disconnected
from message bus without replying
The actual shown number varies as I repeatedly invoke Gvim.
After years, I finally found an work-around that avoids this. I thought it would help others, so I'm posting the answer.