I read into it some more, the suggestions/remarks by Jacek and Piotr make sense, but i wonder if this is maybe a very large hammer to solve the conversion here? From my understanding, one should still do some basic parsing first to distinguish between 64bit-ints and doubles anyway, in order to do an exact conversion.
So some steps would already be done twice. Additionally, one first has to create the C-locale, then the follow-up call to _wcstod_l then needs to process that locale part again and then do the conversion, then freeing the locale afterwards.