Raw ICMP WInsock, asynchronous I/O - c++

Question

I'm doing a program that will permit me to ping a lot of different IPs simultaneously (around 50-70).
I also need to delay the sending of each packet by say 1 ms, for multiple reasons, notably not getting my packets dropped by some routers which drop ICMP packets when there's too much sent at once (which mine does, on the sending machine, not the receiving one).
So I did it in a separate thread a bit like that :
// Send thread
for (;;) {
[...]
for (int i = 0; i < ip_count; i++)
{
// Send() calls sendto()
Send(m_socket, ip_array[i]);
[...]
Sleep(1); // Delay by 1 ms
}
[...]
lock_until_new_send_operation();
}
And in another thread, thread I would like to receive the packets with select(), like that
// Receive thread
FD_ZERO(&m_fdset_read);
FD_SET(m_socket, &m_fdset_read);
int rds_count = select(0, &m_fdset_read, 0, 0, &tvtimeout);
if (rds_count > 0)
ProcessReadySocket(); // Calls recv() and stuff
else {
// Timed out
m_bSendGrapeDone = true;
}
The problem with this approach is that since both calls to select() and sento() use the same non-blocking socket m_socket, calls to sendto() would later block because select() makes sendto() block when both are called simultaneously (for some strange reason... dont see such logic there, since socket is non blocking, but it still does, its ugly).
So I decided to use one socket exclusively for sending then and replaced the line
Send(m_socket, ip_array[i]);
with
Send(m_sendSock, ip_array[i]); // m_sendSock is dedicated to sending only
I read on MSDN that for raw sockets each socket receives all packets for the protocol the socket is set to (mine is IPPROTO_ICMP ofc). Here I quote :
There are further limitations for applications that use a socket of
type SOCK_RAW. For example, all applications listening for a specific
protocol will receive all packets received for this protocol
SO I thought even though my packets are sent with m_sendSock, I could still receive them using select()/recv() on m_socket, turns out I can't, select() never returns the socket is readable. So I'm kind of stuck, I cannot use select() and send() at the same time. Is there something I'm doing wrong?
(by the way I want to use raw sockets, not builtin windows icmp functions)
TL;DR How can I send() and select() simultaneously? Because on the send thread, send() blocks as soon as select() gets called on the receive thread, even if I used FIONBIO on it (non blocking). If I use two different sockets, one for sending and one destined to receive, I receive nothing on the receiving socket...
Thanks!