I found indeed 1 case where SIGHUP seems to be generated.

I've never heard of SIGHUP ever being generated on windows, nor can I reproduce it.

#! perl -slw
use strict;
use Data::Dump qw[ pp ];
use Config;

$|++;

my @signames = split ' ', $Config{ sig_name };

eval qq[ \$SIG{ $signames[ $_ ] } = sub{ warn qq[SIG $_ received\n] };
+ ] for 1 .. 21;
pp \%SIG;

1 while sleep 1;

__END__
c:\test>sigtest 2>log
## typed ^C and then ^break and then closed the console
C:\test>type ..\log
do {
  my $a = {
    ABRT  => undef,
    ALRM  => sub { ... },
    BREAK => sub { ... },
    CHLD  => sub { ... },
    CLD   => 'fix',
    CONT  => undef,
    FPE   => sub { ... },
    HUP   => sub { ... },
    ILL   => sub { ... },
    INT   => sub { ... },
    KILL  => sub { ... },
    NUM05 => sub { ... },
    NUM06 => sub { ... },
    NUM07 => sub { ... },
    NUM10 => sub { ... },
    NUM12 => sub { ... },
    NUM16 => sub { ... },
    NUM17 => sub { ... },
    NUM18 => sub { ... },
    NUM19 => sub { ... },
    NUM24 => undef,
    PIPE  => sub { ... },
    QUIT  => 'fix',
    SEGV  => sub { ... },
    STOP  => undef,
    TERM  => sub { ... },
  };
  $a->{CLD} = $a->{CHLD};
  $a->{QUIT} = $a->{BREAK};
  $a;
}

SIG 2 received
SIG 21 received
^C
[download]

And if you trace the guts snippet you posted through, you'll find that do_raise() effectively return false for SIGCLD & SIGCHLD and true otherwise; and when it returns true, (as it will for the CTRL_CLOSE_EVENT|), sig_terminate() simple calls exit(sig) with sig == 1.

Basically, I don't think that there is any way perl on windows will ever receive or trap a SIGHUP, so any message you get to that effect must be a mistaken user message.