But my_uv_spawn() only returns after the complete loop has been handled. If I'm correct after uv_run() returns everything should have been handled; even the exit callback, right?

  r = uv_run(loop_ptr, UV_RUN_DEFAULT);
  if (0 != r) {
    r = -80;
    goto error;
  }

I've just checked and uv_run() only returns -after- the exit callback (my_uv_spawn_on_exit()) is called. I've also added a callback to the uv_close((uv_handle_t*) req, NULL); in my_uv_spawn_on_exit(). I'm logging some messages now and I can confirm that my_uv_spawn() only returns after my close/exit callbacks have been called.

Just realized that I should have mentioned that I only see this behavior on Windows.

In that case, this is a Windows kernel feature. Unfortunately, Microsoft have never chosen to implement a way to disable or avoid it, except by installing a different OS.

Thanks @vtjnash, I've tried with a loop where I slept a couple of millis before trying again (max 1 second). This seems to solve 9/10 cases where I can't unlink.