Невозможность асинхронного вызова recvfrom()

recvfrom - блокирующая функция (ОС Виндовс)
https://docs.microsoft.com/en-us/windows/desktop/api/winsock/nf-winsock-recvfrom

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if no incoming data is available at the socket, the recvfrom function blocks and waits for data to arrive according to the blocking rules defined for WSARecv with the MSG_PARTIAL flag not set unless the socket is nonblocking. In this case, a value of SOCKET_ERROR is returned with the error code set to WSAEWOULDBLOCK. The select, WSAAsyncSelect, or WSAEventSelect can be used to determine when more data arrives.

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Попробуйте использовать асинхронные операции WSA2: https://docs.microsoft.com/en-us/windows/desktop/api/winsock2/nf-winsock2-wsarecv

std::async не гарантирует выполнения в отдельном потоке и содержит кучу ограничений на асинхронный запуск, и, вполне естественно, что у вас зависает весь поток.

Спасибо всем за помощь, вот решение:

bool UdpClient::stopListen = false;
void UdpClient::listen(SOCKET RecvSocket, sockaddr_in addr, onReceive o, UdpClient::onError _onError)
{
    int size = sizeof(addr);
    char rBuff[1024];
    int buffSize = sizeof(rBuff);
    while (stopListen) {
        int err = recvfrom(RecvSocket, rBuff, sizeof(rBuff), 0, (sockaddr*)&addr, &buffSize);
        if (err > 0) {
            rBuff[err] = 0;
            if (o)
                o(rBuff);
        }
        else {
            if (_onError) {
                std::ostringstream out;
                out << "recv failed: " << WSAGetLastError();
                _onError(out.str());
            }
            closesocket(RecvSocket);
            WSACleanup();
            return;
        }
    }
}
std::shared_future<void> UdpClient::receive(onReceive r, int port, const std::string& ip)
{
    std::ostringstream out;
    std::future<void> k;
    std::shared_future<void> m;
    WSADATA wsaData;
    int iResult = WSAStartup(MAKEWORD(2, 2), &wsaData);
    if (iResult != NO_ERROR) {
        if (_onError) {
            out << "WSAStartup failed with error: " << iResult;
            _onError(out.str());
        }
        return m;
    }
    sockaddr_in ServerAddr;
    ServerAddr.sin_family = AF_INET;
    ServerAddr.sin_port = htons(port);
    inet_pton(AF_INET, ip.c_str(), &ServerAddr.sin_addr);
    SOCKET RecvSocket = socket(AF_INET, SOCK_DGRAM, IPPROTO_UDP);
    if (RecvSocket == INVALID_SOCKET) {
        if (_onError) {
            out << "socket failed with error: " << WSAGetLastError();
            _onError(out.str());
        }
        WSACleanup();
        return m;
    }
    int err = bind(RecvSocket, (sockaddr*)&ServerAddr, sizeof(ServerAddr));
    if (err == SOCKET_ERROR) {
        if (_onError) {
            out << "bind failed with error: " << WSAGetLastError();         
            _onError(out.str());
        }
        closesocket(RecvSocket);
        WSACleanup();
        return m;
    }
    auto n = std::async(std::launch::async, listen, RecvSocket, ServerAddr, r, _onError).share();
    //std::shared_future<std::future<void>> f(n);
    return n;
}