ConEmu with Bash/WSL has not worked out for me. I came across way too many incompatibilities, and weird behaviour. Some of these are documented in (1). That said, ConEMU was never really designed to support UNIX/VT100 terminal environments from the start. Its more of a cmd.exe replacement.
Instead, I've got a pretty good setup using Xming (2), a native win32 X server implementation.
In Bash/WSL, I set the DISPLAY variable appropriately and launch my terminal emulator of choice, as well as Emacs.
This setup has worked out to be very fast and stable for me.
I had some trouble too and tried some complicated setup with wslbridge and other stuff I don't even remember. But in the end I got it easily working by configuring this simple task in ConEmu (everything is working, including arrow keys):
%windir%\system32\bash.exe -c "cd ~ && bash"
If you want the nice Ubuntu icon, add this as task parameter:
-icon "%USERPROFILE%\AppData\Local\lxss\bash.ico"
You can then use the ConEmu theme of your choice and the colors are far more readable than with the default console.
See default theme for instance:
Instead, I've got a pretty good setup using Xming (2), a native win32 X server implementation.
In Bash/WSL, I set the DISPLAY variable appropriately and launch my terminal emulator of choice, as well as Emacs.
This setup has worked out to be very fast and stable for me.
1. http://conemu.github.io/en/CygwinMsys.html 2. http://www.straightrunning.com/XmingNotes/