With FILE_SHARE_DELETE there shouldn't be any particular problem, but I certainly want to test this with the posix flags you had in mind. Do you happen to have a minimal example that you deem problematic on Windows?
If you delete the backing file of (or perhaps even close its handle -- I don't remember) a memory-mapped file, you get VERY bizarre behavior in Windows. I don't remember what it was, but I remember I did it and the behavior I got was quite nonsensical.
how about this one?
fopen + mmap + unlink
Afaik windows APIs forbid deleting mmaped files.