For anyone interested, this issue is solvable on Windows by working around how O_TEMPORARY is implemented. To do this the _winapi module would need a wrapper for SetFileInformationByHandle (available in Vista+), which would need to support at least FileDispositionInfo. 

That said, the use case of replacing a file is better supported by calling the Windows API function ReplaceFile anyway. It isn't atomic, however. I don't think that's possible in general on Windows. The problem is that, unlike on Unix, an open file on Windows can't be anonymous. So if the replaced file is already open, it has to first be renamed before the replacement file can take its place. That creates a small window for things to go wrong.