Some more progress:
This is working for any account on which the services is started with. That is if we give credentials of a particular account in Log On tab of a service. Then it works for that account and so on. This is the same case with Windows Remote Management. But everything works fine over RDP.
Some progress
I have installed SSHD service with a user with admin privileges cyg_server. When I login over ssh to this account. Credential manager is working fine. But when I login with other users, it wouldn't.
Original Question
I also observed any programs saving keys to windows credential manager are giving me A specified logon session does not exist. It may already have been terminated. error. (Only when running via ssh)
Although there are some pointers towards the issue on the internet. I was not able to exactly find the root issue.
Edit: Additional Information
The program that I wrote is ultimately calling CredWriteW function from win api.
Could you help?