Please confirm uname -a bash --version
$ uname -a MSYS_NT-10.0 DESKTOP-3L03DNF 2.10.0(0.325/5/3) 2018-07-25 13:06 x86_64 Msys $ bash --version GNU bash, version 4.4.19(2)-release (x86_64-pc-msys) Copyright (C) 2016 Free Software Foundation, Inc. License GPLv3+: GNU GPL version 3 or later <http://gnu.org/licenses/gpl.html> This is free software; you are free to change and redistribute it. There is NO WARRANTY, to the extent permitted by law.
Thank you for the information. Based on the information you've given, you will need to take your concern to the http://msys2.org(https://github.com/alexpux/msys2-packages/issues) support of this issue.
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On many modern terminals, Backspace and Ctrl+Backspace send different key codes (often ^?/0x7f and ^H/0x08 respectively) so that these two codes can be mapped to backspace and backward-kill-word. MYSYS Bash converts both of these to the same key code (^?/0x7f), so there is no way to map them to different functions. Alt+Backspace (sending ESC-^?/0x27f), can be used for backward-kill-word currently, but that is a different key combination than is standard in modern text entry across many platforms.