Since neither “*y nor “+y (…) work, an alternative is the following:
Add this to your .vimrc and create a file called ~/.vimbuffer
" copy (write) highlighted text to .vimbuffer
vmap <C-c> y:new ~/.vimbuffer<CR>VGp:x<CR> \| :!cat ~/.vimbuffer \| clip.exe <CR><CR>
" paste from buffer
map <C-v> :r ~/.vimbuffer<CR>
Higlight any text using visual or visual-block and press ctrl-c.
Paste copied text outside your terminal using the usual method or
paste copied text to any vim pane using ctrl-v in normal or visual mode.
Ctrl-c yanks the selected text, overwrites ~/.vimbuffer with the selected text, runs a UNIX command to pipe out the data from ~/.vimbuffer to clip.exe.
Any further improvement (e.g.: making command silent) is much appreciated!
Edit:
command can now copy strings with any length, not just whole lines.
Old command:
vmap <C-c> :w! ~/.vimbuffer \| !cat ~/.vimbuffer \| clip.exe <CR><CR>
Edit2: @Tropilio below has a much cleaner approach down in the comments using system events. I’ve been using that for a year now.