用 2017 工具链编译, 创建线程这一步就卡住不运行了：

换 2019 编译，线程运行正常，钩子成功注册：

C++代码：

#include <Windows.h>
#include <stdio.h>
#include <thread>

extern "C" {
    __declspec(dllexport) BOOL WINAPI DllMain(
        HINSTANCE hinstDLL, // handle to DLL module
        DWORD fdwReason,    // reason for calling function
        LPVOID lpReserved)  // reserved
    {
        // Perform actions based on the reason for calling.
        switch (fdwReason)
        {
        case DLL_PROCESS_ATTACH:
        {
            // Initialize once for each new process.
            // Return FALSE to fail DLL load.
            printf("附加到进程\n");
            std::thread th([]{
                HHOOK hook = SetWindowsHookExW(WH_KEYBOARD_LL, (HOOKPROC)[](int code, WPARAM wParam, LPARAM lParam)->LRESULT{
                    KBDLLHOOKSTRUCT *p = (KBDLLHOOKSTRUCT *)lParam;
                    // Do the wParam and lParam parameters contain information about a keyboard message.
                    if (code == HC_ACTION)
                    {
                        // Messsage data is ready for pickup
                        if (wParam == WM_SYSKEYDOWN || wParam == WM_KEYDOWN)
                        {
                            if (p->vkCode == VK_LWIN)
                            {
                                printf("拦截 KeyDown 事件\n");
                                return TRUE;
                            }
                        }
                    }
                    // hook procedure must pass the message *Always*
                    return CallNextHookEx(NULL, code, wParam, lParam);
                }, NULL, 0);
                printf("hook = %p\n", hook);
                MSG msg = {0};
                while (1) {
                    GetMessage(&msg, NULL, 0, 0);
                    TranslateMessage(&msg);
                    DispatchMessage(&msg);
                }
            });
            th.detach();
            break;
        }

        case DLL_THREAD_ATTACH:
            // Do thread-specific initialization.
            printf("附加到线程\n");
            break;

        case DLL_THREAD_DETACH:
            // Do thread-specific cleanup.
            printf("从线程分离\n");
            break;

        case DLL_PROCESS_DETACH:
            // Perform any necessary cleanup.
            printf("从进程分离\n");
            break;
        }
        return TRUE; // Successful DLL_PROCESS_ATTACH.
    }
}