Properly using AddClipboardFormatListener and subscribing to WM_CLIPBOARDUPDATE message

I am currently attempting to use the Windows clipboard and its notifications in my application. Specifically, I am attempting to subscribe to the WM_CLIPBOARDUPDATE window message by using the AddClipboardFormatListener() function. Previously, I had been using the SetClipboardViewer() function in order to add my window directly into the clipboard viewer chain. This had worked just fine, and I had received the relevant messages WM_DRAWCLIPBOARD and WM_DESTROYCLIPBOARD when expected. However, I would like to avoid continuing to use the clipboard chain because of how volatile it can be.

My understanding was that I would be perfectly able to receive WM_CLIPBOARDUPDATE after calling AddClipboardFormatListener(). Is there another step here that I am missing? What do I need to do to make sure that I receive this message properly? As it stands currently, I am not receiving it when performing a copy operation.

Here is an abridged example of what my code looks like:

WNDPROC override:

LRESULT CALLBACK ClipboardService::CallWndProc(int nCode, WPARAM wParam, LPARAM lParam)
  {
    switch ( pMsg->message )
    {
    case WM_DRAWCLIPBOARD:
        // Handle clipboard available event and forward message
        break;
    case WM_CLIPBOARDUPDATE:
        // This is never triggered
        break;
    case WM_DESTROYCLIPBOARD:
        // Handle clipboard cleared event and forward message
        break;
    }
    return ::CallNextHookEx( g_Hook, nCode, wParam, lParam );
} 

Called by Constructor:

HRESULT ClipboardService::SetOrRefreshWindowsHook()
{
    HRESULT hr = S_OK;
    try
    {
        if (!m_bHookSet)
        {
            g_hwndCurrent = ::CreateWindowEx(0, "Message", "ClipboardMessageWindow", 0, 0, 0, 0, 0, HWND_MESSAGE, NULL, NULL, NULL);
            m_dwThreadID = ::GetWindowThreadProcessId(g_hwndCurrent, &m_dwProcessID);
            _Module.Lock();
            SetLastError(0);

            g_Hook = ::SetWindowsHookEx(WH_CALLWNDPROC, CallWndProc, 0, m_dwThreadID);
            //g_hwndNext = ::SetClipboardViewer(g_hwndCurrent); old way to subscribe

            // This is what I expect should subscribe me to WM_CLIPBOARDUPDATE messages
            if (!::AddClipboardFormatListener(g_hwndCurrent))
                hr_exit(E_UNEXPECTED); 

            DWORD dwLastError = ::GetLastError();
            g_This = this;
            m_bHookSet = true;
        }
    }
    catch (...)
    {
        hr_exit(E_UNEXPECTED);
    }
wrapup:
    return hr;
} 

This is a COM interface that is called by a .NET wrapper, but I don't think that either of those two things are relevant to my problem in this case (figured I would add just in case).

You should not be using SetWindowsHookEx(WH_CALLWNDPROC) to receive messages to your own window. Use RegisterClass/Ex() instead to register your own custom window class that has your WndProc assigned to it, and then CreateWindowEx() can create an instance of that window class. No hooking needed.

HINSTANCE g_hThisInst = NULL;
HWND g_hwndCurrent = NULL; 
//HWND g_hwndNext = NULL;
bool g_AddedListener = false;

BOOL WINAPI DllMain(HINSTANCE hinstDLL, DWORD fdwReason, LPVOID lpvReserved)
{
    g_hThisInst = hinstDLL;
    return TRUE;
}


LRESULT CALLBACK ClipboardService::WndProc(HWND hwnd, UINT uMsg, WPARAM wParam, LPARAM lParam)
{
    switch (uMsg)
    {
    case WM_CREATE:
        //g_hwndNext = ::SetClipboardViewer(hwnd);
        g_AddedListener = ::AddClipboardFormatListener(hwnd);
        return g_AddedListener ? 0 : -1;

    case WM_DESTROY:
        /*
        ChangeClipboardChain(hwnd, g_hwndNext);
        g_hwndNext = NULL;
        */
        if (g_AddedListener)
        {
            RemoveClipboardFormatListener(hwnd);
            g_AddedListener = false;
        }
        return 0;

    /*
    case WM_CHANGECBCHAIN:
        if (g_hwndNext == (HWND)wParam)
            g_hwndNext = (HWND)lParam;
        else if (g_hwndNext)
            SendMessage(g_hwndNext, uMsg, wParam, lParam);
        break;

    case WM_DRAWCLIPBOARD:
        // Handle clipboard available event
        if (g_hwndNext)
            SendMessage(g_hwndNext, uMsg, wParam, lParam);
        break;
    */

    case WM_CLIPBOARDUPDATE:
        // Handle clipboard updated event
        return 0;

    case WM_DESTROYCLIPBOARD:
        // Handle clipboard cleared event and forward message
        break;
    }

    return ::DefWindowProc(hwnd, uMsg, wParam, lParam);
} 

HRESULT ClipboardService::SetOrRefreshWindowsHook()
{
    try
    {
        if (!g_hwndCurrent)
        {
            WNDCLASS wndClass = {};
            wndClass.lpfnWndProc = &ClipboardService::WndProc;
            wndClass.hInstance = g_hThisInst;
            wndClass.lpszClassName = TEXT("ClipboardMessageWindow");

            if (!::RegisterClass(&wndClass))
            {
                DWORD dwLastError = ::GetLastError();
                if (dwLastError != ERROR_CLASS_ALREADY_EXISTS)
                    return HRESULT_FROM_WIN32(dwLastError);
            }

            g_hwndCurrent = ::CreateWindowEx(0, wndClass.lpszClassName, "", 0, 0, 0, 0, 0, HWND_MESSAGE, NULL, g_hThisInst, NULL);
            if (!g_hwndCurrent)
            {
                DWORD dwLastError = ::GetLastError();
                return HRESULT_FROM_WIN32(dwLastError);
            }

            g_This = this;
        }
    }
    catch (...)
    {
        return E_UNEXPECTED;
    }

    return S_OK;
}