A long, exhaustive search of the PDL source code (using https://github.com/PDLPorters/pdl/search?q=structure+recursion) shows where that message originates (which interestingly it looks like you retyped rather than copy-pasting - the actual message says "PDL:Internal").

The macro there (since at least v1.99987, from 1998) uses a process-global, function-static __nrec to attempt to track recursion depth. The problem on Windows will be because in Perl, its "fork" actually just makes a new thread. C global variables will still be process-global, so that variable will be getting incremented by lots of different threads, both POSIX threads and process-faking threads.

The solution to this might be attempted by using some sort of thread-local storage to limit the scope of that variable. A much better solution would be to change the relevant functions to just pass a depth-count as a stack parameter, which would obviate this whole problem.

Separately, turning off PDL autopthread behaviour seems to me the correct behaviour for MCE. Otherwise you're having two different types of parallelism, which seems likely to cause chaos.