A really wild guess: Signal handling had some issues with non-POSIX systems. See the section about signals in chapter 6 of the camel book. Maybe you can avoid the error with something like this:

$SIG{INT}= 'DEFAULT';
exit;
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Is the error still there when you remove the cleanup code from your signal handler?

Could you try out a minimal script like

$SIG{INT}= 'handler';
sub handler {
    print "Got ctrl-Cd\n";
    exit(0);
}

while (1) {
    sleep 1;
}
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If this shows the problematic behaviour, perl or your OS is the culprit. Otherwise you might search the source of Net::DNS::Nameserver whether it defines signal handlers.