Cleanup code in C++ console program

Hi all. This is my first question in this community.

I'm working on a multithread C++ server (console program), running on Linux and Windows.

I have a problem with the cleanup code on the win32 side. The linux side is working fine: when I want to shutdown the server, I send SIGINT (with CTRL+C), the signal handler sets a global variable and the main pthread executes the cleanup instructions (joining other pthreads, freeing heap memory, etc.).

On windows it looks not so simple to get the same behavior. I have written a simple test program to understand how the signal handlers works in windows.

#include <iostream>
#include <windows.h>

bool running;

BOOL WINAPI consoleHandler(DWORD signal) {

if (signal == CTRL_C_EVENT) {
    running = false;
    std::cout << "[CTRL+C]\n";
    return TRUE;
}

    return FALSE;
} 

int main(int argc, char **argv) {

    running = true;

    if (!SetConsoleCtrlHandler(consoleHandler, TRUE)) {

        std::cerr << "Error: " << GetLastError() << '\n';
        return -1;
}

    std::cout << "Main thread working hard...\n";
    while (running) { ; }

    for (int i = 0; i < 20; i++)
        std::cout << "This is the " << i << "th fake cleanup instruction\n";

    return 0;
}

The output is the following:

$ test.exe
Main thread working hard...
[CTRL+C]
This is the 0th fake cleanup instruction
This is the 1th fake cleanup instruction

So the main thread is killed quickly, only after two print-instruction. I have tried to move the "test" cleanup for-loop in the handler function, but is not really helping:

suppose that the handler function looks like this:

BOOL WINAPI consoleHandler(DWORD signal) {

    if (signal == CTRL_C_EVENT) {
        running = false;
        std::cout << "[CTRL+C]\n";

        for (int i = 0; i < 20; i++) 
             std::cout << "This is the " << i << "th fake cleanup instruction\n";

        return TRUE;
    }

    return FALSE;
}

Now the behavior is even worse! The output is:

$ test.exe
Main thread working hard...
[CTRL+C]
This is the

Am I missing something obvious? What's the proper way to terminate a console process and executes its cleanup code?