Is it possible to use Windows named pipes to do the same trick with select? Looks like I'm running out of options.

Windows Named-pipes (nor anything that isn't an AF_INET socket) don't work with select.

There is a PeekNamedPipe() function that provides for a similar functionality and could be used to emulate the select-style of operations. It also works on anonymous pipes, which would allow for Windows to emulate *nix style select for most purposes. But someone would have to write and test it.

But why not simply use AF_INET sockets instead of AF_UNIX sockets?

As I pointed out earlier, I can attest that these work fine with select.