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Can't login to Cygwin SSH server with domain account

I am running Cygwin SSH server under local cyg_server account, and I can't login with domain accounts (using password). Connection and authentication succeed, from what I can tell, but then the server immediately closes connection:

        $ ssh domaintest@localhost
        domaintest@localhost's password:
        Last login: Fri May 13 13:14:44 2016 from ::1
        Connection to localhost closed.

The only clue in server log is "Received SIGCHLD" message:

        debug1: Allocating pty.
        debug1: session_pty_req: session 0 alloc /dev/pty3
        debug1: server_input_channel_req: channel 0 request shell reply 1
        debug1: session_by_channel: session 0 channel 0
        debug1: session_input_channel_req: session 0 req shell
Starting session: shell on pty3 for domaintest from ::1 port 49287 id 0
        debug1: Setting controlling tty using TIOCSCTTY.
        debug1: Received SIGCHLD.
        debug1: session_by_pid: pid 3464

At the same time, logins into local accounts do work.
When I switch the service to run under domain account instead, the opposite happens - I can log in with domain accounts, but cannot login using local accounts anymore. Only in that case, the error is different:

    /bin/bash: Operation not permitted

In all cases, it looks like authentication succeeds, but then some privileges don't match up. talks about similar problem in relation to passwordless logons, and says that in order to ssh into domain accounts, I also have to run the service under domain account. That makes sense, however I am using password logons, which theoretically should work in all cases, as far as I understand.

Ideally, I'm looking for SSH setup where both local and domain users can login. Is that even possible ?

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