Hi & thanks for persisting. I'm going to post the working UNIX version of the entire program chain, with its debugging statements, for reference.
call_with_3.pl

#!/usr/bin/env perl
use warnings;
use strict;
use Fcntl qw(F_GETFD F_SETFD FD_CLOEXEC);

open my $fh,">&2";
unless (@ARGV && $ARGV[0] eq 'noset') {
  fcntl($fh, F_SETFD, ~FD_CLOEXEC) or die "Can't set flags: $!\n";
  print "Set no close on exec\n";
}

$ENV{myfd}=fileno($fh);
system 'print_to_3.pl';

print $fh "This is to fd $ENV{myfd} from the parent\n";
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print_to_3.pl

#!/usr/bin/env perl
use warnings;
use strict;

open OUT,">&=$ENV{myfd}" or die "cannot dup $ENV{myfd}: $!\n";
print "Child opened FD $ENV{myfd}\n";
my $p=print OUT "***\nHere is data going to fd $ENV{myfd}\n***\n";
warn "return value of print=$p ($!)\n";
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I'm copying the child's 3rd FD to STDERR- in real life I will want to move the child's 3rd FH to STDIN, and the child's stdin & stderr to filehandles the parent can read from, but I don't want to get bogged down in more details here.

The above is what got me wanting to set _PROTECT_FROM_CLOSE. If you run ./call_with_3.pl noset the pair of programs fail, you have to protect FD 3 from going away when the child exec's into a new process.

Windows doesn't really fork, it emulates it with a thread running a copy of the interpreter, so I can believe it won't need _PROTECT_FROM_CLOSE. On the other hand, _INHERIT is already set, hence the flags was=1 debug output, so that isn't the issue.

Here's the pair of programs modified for Windows. The outer program is most of the code already posted, with even more debug info.
call_with_3.pl

#!perl -w
use strict;
use Fcntl qw(F_GETFD F_SETFD FD_CLOEXEC O_TEXT);
use Win32API::File qw(:Func :HANDLE_FLAG_);
use Win32::Process;

open my $fh,">&2";
 $^F = 3;

my $os_handle=GetOsFHandle($fh) or die "Can't GetOSFHandle: $^E,\nstop
+ped";
#$ENV{myfd}=my $ivFD = OsFHandleOpenFd($os_handle,O_TEXT);
GetHandleInformation($os_handle, my $flags);
print "HANDLE_FLAG_INHERIT=",HANDLE_FLAG_INHERIT,"\n";
print "HANDLE_FLAG_PROTECT_FROM_CLOSE=",HANDLE_FLAG_PROTECT_FROM_CLOSE
+,"\n";
print "flags was=$flags\n";
$flags |= HANDLE_FLAG_INHERIT|HANDLE_FLAG_PROTECT_FROM_CLOSE;
print "Trying for flags=$flags\n";
SetHandleInformation($os_handle, 0x2, 0x2) or die "Can't SetHandleInfo
+rmation: $^E,\nstopped";

GetHandleInformation($os_handle, my $newflags);
print "flags now=$newflags\n";
$ENV{myfd}=fileno($fh);

my $proc;
#Win32::Process::Create($proc, $ENV{COMSPEC},"/c print_to_3.pl",1,0, "
+." )
#    or  die "Can't run: $^E\n";

system 'print_to_3.pl';

print $fh "This is to fd $ENV{myfd} from the parent\n";
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print_to_3.pl

open OUT,">&=$ENV{myfd}" or die "cannot dup $ENV{myfd}: $!\n";
print "Opened FD $ENV{myfd}\n";
$x=print OUT "***\nHere is data to FD $ENV{myfd}\n***\n";
warn "print=$x ($!)\n";
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