I've done some work with golang. Do not know if the libraries I used were bad, but they did some nasty things before main. Some even saw it as okay to call panic

I think the C++ version of the zeromq library could initialize a context in a static initializer, and zmq contexts involve creating a thread.

It's been a long time, so I might be wrong, but with zmqpp[1] make a global zmqpp::context and I believe it will create threads before main().

1: https://github.com/zeromq/zmqpp

Windows will have a few threads for doing IO at program startup.