Hi,
I don't think DJGPP has much help "upstream", maybe only a very little
sympathy (or passive aggressive "POSIX only!" attitudes). Besides, G++
is ultra complicated, esp. trying to support a very new standard. In
other words, don't get your hopes up. It's already hard enough keeping
things working as they used to, so adding more stuff is even more
difficult!! :-(
FYI, traditionally "MS" DOS and clones (e.g. FreeDOS) don't support
threading natively (though some other esoteric DOSes do, but they are
either proprietary, expensive, or less well-supported in tools, but
feel free to search: TSX, RDOS, Real/32, DR-DOS 7.03, etc).
But there are workarounds (usually cooperative threads or similar),
e.g. FSU Pthreads (used by DJGPP compile of p7zip 9.13). That, or
something ultra simple like clwp, or maybe even SwsMtc, is probably
your best bet. (GNU pth is buggy, but maybe it'll work for you with
old libsocket or, more likely, with Watt-32.)
http://www.ibiblio.org/pub/micro/pc-stuff/freedos/files/util/file/7zip/9.13/p7z913.zip
http://www.keesmoerman.nl/misc/clwp.html
http://www.softsystem.co.uk/products/swsmtc.htm
http://na.mirror.garr.it/mirrors/djgpp/current/v2gnu/pth207s.zip