John Rizzo at MacWindows pointed me to several recent posts about Thunderbolt compatibility with Windows running under Boot Camp. For example, readers reported problems with sleeping (the lack of same) or when reconnecting devices. However, a look at Apple's Thunderbolt Support FAQ tells a different story: some of the issues are features.
At MacWindows, readers reported problems of Macs failing to sleep when running Windows 7 or 8 while a Thunderbolt device was connected. They also had recognition issues with Express Card interfaces on MacBook Pro laptops.
Rizzo said the sleep issue was a "feature (sort of):"
Apple disables sleep because of a limitation of Apple's Boot Camp Thunderbolt drivers for Windows. In order for Windows (booting a Mac) to recognize Thunderbolt, it has to boot up with Thunderbolt already plugged in. Windows will "forget" that the Thunderbolt device is there if it goes to sleep. So, preventing sleep is a feature (sort of) because if Apple allowed the Mac to sleep with a Thunderbolt drive plugged in, when Windows woke up, it would no longer see the device. This would be like disconnecting a hard drive without dismounting it, which can cause messy problems, including data loss.
Rizzo runs down the other issues with the Thunderbolt, Boot Camp and Windows mix from the Apple Thunderbolt FAQ. For example, Windows only recognizes these external devices during boot, so you can't plug it in and expect it to mount on the Windows desktop. If users want to access a Thunderbolt device in such a case, they must shut down and reboot Boot Camp again. The same applies to the Express Card situation.
This isn't the first issue with Thunderbolt and Windows boot sequences. For example, about a month ago, an Apple Support Note offered a fix when Thunderbolt devices weren't recognized after an upgrade to Windows 8. The problem is in the Windows 8 Fast Boot feature. It needs to be turned off in Window's Shutdown settings.
Currently, as far as I know (and I'm easily wrong when it comes to Windows driver details), there's no built-in Thunderbolt support in Windows supporting hot-plugging and daisy-chaining devices. This is due to limitations with the Windows PCIe drivers. Thunderbolt is a PCIe technology and hence, the source of the issue.