Sorry, just re-read your email. I didn't realize CoCo was removed form LuaJIT 2.0 (it was one of the things I was researching). I'm surprised that there is no replacement mechanism in 2.0?
I was also looking at other projects for polling/threading and one I found was luasys but requires a Posix API or Mingwin. I've recently settled on cqueues, which is a similar concept to coco (i think?) in that it uses yielding to allow for kernel level polling in C. Unfortunately, everything I have looked at is Posix specific.
From a brief glance at the coco code (reading the patch file), lua_newcthread looks like a wrapper around existing lua tools:
http://www.lua.org/manual/5.3/manual.html#lua_newthread. If you just need a new thread, perhaps you should implement your own wrapper? Caveat: I know little about lua C interfacing.