The described behavior can happen if you do not call
waveOutUnprepareHeader
to every buffer you used before you use
waveOutClose
The flagfield _dwFlags seems to indicate that the buffers are still enqueued (WHDR_INQUEUE | WHDR_PREPARED) try:
waveOutReset
before unprepare buffers.
After analyses your code, I found two problems/bugs which are not related to waveOut (funny, you use C++11 but the oldest media interface). You use a vector as buffer. During some calling operations, the vector is copied! One bug I found is:
typedef std::function<void(std::vector<short>)> CALLBACK_FN;
instead of:
typedef std::function<void(std::vector<short>&)> CALLBACK_FN;
which forces a copy of the vector. Try to avoid using vectors if you expect to use it mostly as rawbuffer. Better use std::unique_pointer as buffer pointer.
Your callback in the recorder is not monitored by a mutex, nor does it check if a destructor was already called. The destructing happens during the callback (mostly) which leads to an exception.
For your test program, go back and use raw pointer and static callbacks before blaming waveOut. Your code is not bad, but the first bug already shows, that a small bug will lead to unpredictical errors. As you also organize your buffers in a std::array, I would search for bugs there. I guess, you make a unintentional copy of your whole buffer array, unpreparing the wrong buffers.
I did not have the time to dig deeper, but I guess those are the problems.