The other problem is that since Windows Vista, the OS (not Perl) will terminate the process upon the return from the console control handler—regardless of the return value (see note 2, below, and from what I've read elsewhere, this process will eventually be terminated by the OS even if the control handler never returns, see note 3, below). This could abort any type of recovery a Perl signal handler might attempt.

I think you've answered your own inquiry. There is nothing the perl process can do about being forcibly terminated.

And I sincerely doubt there is any merit in trying.

Windows doesn't do sighup; nor have I felt any need for it. As a Windows user, I know that forcing a program to terminate this way is likely to leave things in an incomplete state; and I use the option as a last resort with that in mind.