Re-installed Windows 10, installed only the required deps for a clean unreal development environment (VS2015, git, etc) and now it’s working fine, no more “ssh key file permissions issue”.
There seems to have some issue between the Rsync version bundled with the deltacopy bundled with the UnrealEngine and some other thing installed on my system.
Some steps that I tried to troubleshoot the problem (after trying to solve it by fixing all the file permissions mess with NTFS and cygwin) though I never got the remote build working: I tried to manually run the exact same command with the same args that the Unreal Build Tool did with the bundled rsync.exe and got the same errors. Then I ran it again, with the same args with an updated version of rsync.exe (from my cygwin bin dir) and it ran just fine.