Make sure you can run xdpyinfo on the windows machine first. If not, get help from Xming people. Use verbose option to ssh and explicitly request forwarding on the client. I don't use windows so am not familiar with putty. You should not be setting DISPLAY at all on the server. Make sure your dotfiles don't set or unset it. If it's not set, sshd didn't set up x11 forwarding.
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