Windows has support for advanced socket APIs of RFC 3542 (eg. pktinfo, see https://docs.microsoft.com/en-us/windows/desktop/api/ws2ipdef/ns-ws2ipdef-in6_pktinfo), but those can not be used on Python as there is no recvmsg implementation (tested on 3.7.1 on Windows 10).

The recvmsg function is, among other things, required for implementing the CoAP protocol (RFC 7252: introspection of ICMP errors).

Windows does have a recvmsg function (as documented at https://msdn.microsoft.com/en-us/a46449f7-3206-45e9-9df0-f272b8cdcc4b), and supports flags to make actual use of it (like RECVPKTINFO above). Given many of the missing flags of RFC 3542 are being added in bpo-29515, please consider adding a recvmsg method to Windows socket objects.

Here is MS docs about sendmsg/recvmsg
WSASendMsg: https://learn.microsoft.com/en-us/windows/win32/api/winsock2/nf-winsock2-wsasendmsg
For WSARecvMsg, it's needed to implement it yourself by using this doc (callback for LPFN_WSARECVMSG): https://learn.microsoft.com/en-us/windows/win32/api/mswsock/nc-mswsock-lpfn_wsarecvmsg

Pending this being implemented, is there any way to tell on Python on Windows whether a received UDP packet was multicast or unicast?
https://stackoverflow.com/a/75621192/1874170

Or, if not, is there any other way to filter incoming packets on that basis, so that only multicast packets are received in the first place?