About Julia's development policy regarding Windows

After some more hours, I eventually found the issue:

  • the julia.exe must be in the Windows’ PATH environment variable. So the first example in my initial post matters because after installing as admin, the julia.exe is neither in the system-wide PATH nor in PATH of the normal users.
  • One must not use the environment variable JULIA_NUM_THREADS.
    (Here is my step by step instruction how it works for me.)
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