Sorry my ignorance, but I don't know much about Windows:

Would "something" fit, for instance, a process which started our Perl process, and then delivered a Windows Message to this process, and Perl, not knowing what to do with this message, invokes the signal handler established for SIGHUP? In our case, the parent process would be Console2 (a sourceforge application which hosts several DOS Console session in parallel), so this might be a possible culprit...