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@Suiseiseki NT is another name for the Windows kernel IIRC.
WSL1 is the only true GNU on NT, because it is actually running on the NT kernel. Not sure if MSYS2 or Cygwin run on the NT kernel. If it doesn't, then it's GNU on top of Windows user space on top of Windows kernel. So it wouldn't be direct GNU/kWindows. Same with WSL2, as that's a VM.

If you really want to run GNU without Windows userspace but on Windows kernel, there is a way to run BusyBox/musl/Linux on the Windows BSOD, which runs kernel level. https://github.com/NSG650/BugCheck2Linux Sadly it's on GitHub