I don't have a perfect solution, nor even a good answer for you, but I do have some observations & speculations.

The freeze occurs when attempting to create the second thread.

If you comment out the recv call in the first thread, the freeze does not occur.

What the subroutine being started in that second thread, is or does, is irrelevant.

It never reaches the point of being called, nor even the (C) thread being created.

This I believe can only mean that the OS is deferring the creation of the new thread until the recv completes.

This does not happen with normal sockets created by IO::Socket.

As the socket created by IO::Socket::Multicast *is* an IO::Socket instance, the only real difference is that the it has had

setsockopt(fd,IPPROTO_IP,IP_ADD_MEMBERSHIP,(void*) &mreq,sizeof(mreq))
+ < 0)
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called upon it.

I suspect that the difference 'tween *nix & Windows lies in the implementation of that socket option. I also suspect that using recv on a blocking socket may be an underlying problem

This latter suspicion is "confirmed" by the following version of your code that sets the socket non-blocking which allows it to run to completion:

package T;
use strict;
use threads;
use IO::Socket::Multicast;

our $sock = undef;

sub createsock {
    my $create = shift @_;
    my $noBlock == 1;
    if ($create) {
        $sock = IO::Socket::Multicast->new(Proto=>'udp',LocalPort=>220
+0);
        $sock->mcast_add('226.1.1.2') || die "Couldn't set group: $!\n
+";
        ioctl( $sock, 0x8004667e, \$noBlock );
    }
}

sub mysub1 {
    my ($sub, $msg) = shift @_;
    my $noBlock == 1;

    print "start sub $sub\n";
    #my $key = getc(STDIN);
    my $data;
    if ($sock == undef) {
        $sock = IO::Socket::Multicast->new(Proto=>'udp',LocalPort=>220
+0);
        $sock->mcast_add('226.1.1.2') || die "Couldn't set group: $!\n
+";
        ioctl( $sock, 0x8004667e, \$noBlock );
    }
    $sock->recv($data,1024);
    print "end sub $sub\n";
}

sub mysub2 {
    my ($sub, $msg) = shift @_;

    print "start sub $sub\n";
    print "msg from sub $sub: $msg\n";
    print "end sub $sub\n";
}

package main;

T::createsock(1);

my $t1 = threads->create( \&T::mysub1, 1, "test 1");

select(undef, undef, undef, .25);

print "above mysub2\n";

my $t2 = threads->create( sub{ warn }, 2, "test 2");

print "below mysub2\n";

$t2->join();
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Whether this can work with your application ...