From the UCRT sources:

    // Deadlock Avoidance:  When a new thread is created in the process, we
    // create a new PTD for the thread.  The PTD initialization function is
    // called under the loader lock.  This initialization function will also
    // acquire the locale lock in order to acquire a reference to the current
    // global locale for the new thread.
    //
    // Some of the locale APIs are not available on all supported target OSes.
    // We dynamically obtain these libraries via LoadLibrary/GetProcAddress.
    // We must ensure that no call to LoadLibrary is made while we hold the
    // locale lock, lest we deadlock due to lock order inversion between the
    // loader lock and the locale lock.