OK, this is the hopefully final post, it turns out that I also use symlinks extensively and this is not enabled by default with Windows so a simple ln -s myfile otherfile fails, to make this work you have to do three things:

1. You have to enable developer mode in Windows, this is in Settings/Update and Security/For developers. The text is really unhelpful, it tells you that it let's you install from any source, but what it does it enable administrative mode. When you toggle the button, Windows 10 goes crazy downloading packages.
2. You can then restart your machine (because with Windows you always do)
3. Then for your Git Bash sessions, you need to add export MSYS=winsymlinks:nativestrict"

At this point, you should be able to symlink without have to run in Administrator mode all the time. As an aside, there is supposed to be a command runas /savecred /user:admin _any command_` which is like sudo, but I could not get this work at all.