RegisterDeviceNotification Returns 0x42A (ERROR_SERVICE_SPECIFIC_ERROR)

So I'm trying to create an empty Window in a DLL and use it to receive device notifications, however, when I try to register for device notifications, the notification handle is NULL and GetLastError returns 0x42A (ERROR_SERVICE_SPECIFIC_ERROR).

#include <dbt.h>
#include <winuser.h>
#include <iostream>
#include <devguid.h>
const TCHAR XMsgCName[]  = TEXT("XCallbackC");
const TCHAR XMsgWName[]  = TEXT("XCallbackW");

DWORD WINAPI XNotifyListener(LPVOID);

// Almost empty msg handler
LRESULT CALLBACK XMsgDummy(
	HWND    hnd,
	UINT    msg,
	WPARAM  wPar,
	LPARAM  lPar)
{
	if (msg != WM_DEVICECHANGE)
	{
		return DefWindowProcA(hnd,msg,wPar,lPar);
	}

	// Todo:
	return TRUE;
}

struct XMSGDATA
{
	HWND                  XMsgHnd;
	WNDCLASSEX            XMsgClass;
	HDEVNOTIFY            XNotifyHnd;
	HANDLE                XThrHnd;
	DWORD                 DevTmp;
	DEV_BROADCAST_HANDLE  DevData;
	STORAGE_DEVICE_NUMBER DevInfo;

	bool Init()
	{
		memset(this, 0, sizeof(XMSGDATA));

		// Prep and register class
		XMsgClass.cbSize        = sizeof(WNDCLASSEX);
		XMsgClass.lpszClassName = XMsgCName;
		XMsgClass.lpfnWndProc   = XMsgDummy;
		XMsgClass.hInstance     = XAPI;

		if (RegisterClassEx(&XMsgClass))
		{
			if (XMsgHnd = CreateWindowEx(
				0,
				XMsgCName,
				XMsgWName,
				0,
				0,0,0,0,
				NULL,
				NULL,
				XAPI, // Obtained from DllMain
				NULL))
			{
				if (XThrHnd = CreateThread(
					NULL,
					0,
					XNotifyListener,
					NULL,
					0,
					NULL))
				{
					// Prep notification and register        DevData.dbch_size       = sizeof(DEV_BROADCAST_HANDLE);
					DevData.dbch_devicetype = DBT_DEVTYP_HANDLE;
					DevData.dbch_eventguid  = GUID_DEVCLASS_USB;

					SetLastError(0);
					if (XNotifyHnd = RegisterDeviceNotification(
						XMsgHnd,
						&DevData,
						DEVICE_NOTIFY_WINDOW_HANDLE))
					{
						return true;
					}
					// Cleanup
					cout << GetLastError() << endl;
					if (!TerminateThread(XThrHnd, 0) || !CloseHandle(XThrHnd))
					{
						return false;
					}
					XThrHnd = NULL;
				}
				if (!DestroyWindow(XMsgHnd))
				{
					return false;
				}
				XMsgHnd = NULL;
			}
			if (UnregisterClass(XMsgCName, NULL))
			{
				XMsgClass.cbSize = 0;
			}
		}
		return false;
	}
} *XMsg = NULL;

INLINE BOOL getDevInfo(HANDLE dev)
{
	return DeviceIoControl(
		dev,
		IOCTL_STORAGE_GET_DEVICE_NUMBER,
		NULL,
		0,
		&XMsg->DevInfo,
		sizeof(STORAGE_DEVICE_NUMBER),&XMsg->DevTmp,
		NULL);	
}

DWORD WINAPI XNotifyListener(LPVOID param)
{
	MSG  msg;
	BOOL res;
	
	while ((res = GetMessage(&msg, XMsg->XMsgHnd, 0, 0)))
	{
		if (res == -1)
		{
			// Todo:
		}

		TranslateMessage(&msg);
		if (msg.message == WM_DEVICECHANGE)
		{
			if (getDevInfo(XMsg->DevData.dbch_handle))
			{
				// Todo:
			}
		}
	}

	return 0;
}