Return code 2 from lua_resume is a LUA_ERRRUN. Check the string on the top of the Lua stack to find the error message.

A similar pattern has worked for me, though I did use coroutine.yield instead of lua_yield and I'm in C rather than C++. I don't see why your solution wouldn't work

On your resume call, it's not clear if you're over simplifying for an example, but I'd make the following changes in your while loop:

int status;
status=lua_resume(cL,0);
if (status == LUA_YIELD) {
  printf("loop yielding\n");
}
else {
  running=false; // you can't try to resume if it didn't yield
  // catch any errors below
  if (status == LUA_ERRRUN && lua_isstring(cL, -1)) {
    printf("isstring: %s\n", lua_tostring(cL, -1));
    lua_pop(cL, -1);
  }
}

Edit 2:

For debugging, add the following before you run your resume. You've got a string getting pushed on the stack somewhere:

int status;
// add this debugging code
if (lua_isstring(cL, -1)) {
  printf("string on stack: %s\n", lua_tostring(cL, -1));
  exit(1);
}
status = lua_resume(cL,0);

Edit 3:

Oh good grief, I can't believe I didn't see this already, you don't want to run luaL_dofile when you're going to yield because you can't yield a pcall directly as best I know, which is what happens in the dofile (5.2 will pass it through, but I think you still need the lua_resume). Switch to this:

luaL_loadfile(cL, "scripts/loop.lua");

Last time i was messing with Lua coroutines I ended with such code

const char *program =
"function hello()\n"
"  io.write(\"Hello world 1!\")\n"
"  io.write(\"Hello world 2!\")\n"
"  io.write(\"Hello world 3!\")\n"
"end\n"
"function hate()\n"
"  io.write(\"Hate world 1!\")\n"
"  io.write(\"Hate world 2!\")\n"
"  io.write(\"Hate world 3!\")\n"
"end\n";

const char raw_program[] = 
"function hello()\n"
"  io.write(\"Hello World!\")\n"
"end\n"
"\n"
"cos = {}\n"
"\n"
"for i = 0, 1000, 1 do\n"
"  cos[i] = coroutine.create(hello)\n"
"end\n"
"\n"
"for i = 0, 1000, 1 do\n"
"  coroutine.resume(cos[i])\n"
"end";

int _tmain(int argc, _TCHAR* argv[])
{
    lua_State *L = lua_open();
    lua_State *Lt[1000];
    global_State *g = G(L);

    printf("Lua memory usage after open: %d\n", g->totalbytes);

    luaL_openlibs(L);

    printf("Lua memory usage after openlibs: %d\n", g->totalbytes);

    lua_checkstack(L, 2048);

    printf("Lua memory usage after checkstack: %d\n", g->totalbytes);

    //lua_load(L, my_lua_Reader, (void *)program, "code");
    luaL_loadbuffer(L, program, strlen(program), "line");

    printf("Lua memory usage after loadbuffer: %d\n", g->totalbytes);

    int error = lua_pcall(L, 0, 0, 0);
    if (error) {
        fprintf(stderr, "%s", lua_tostring(L, -1));
        lua_pop(L, 1);
    }

    printf("Lua memory usage after pcall: %d\n", g->totalbytes);

    for (int i = 0; i < 1000; i++) {
        Lt[i] = lua_newthread(L);
        lua_getglobal(Lt[i], i % 2 ? "hello" : "hate");
    }

    printf("Lua memory usage after creating 1000 threads: %d\n", g->totalbytes);

    for (int i = 0; i < 1000; i++) {
        lua_resume(Lt[i], 0);
    }

    printf("Lua memory usage after running 1000 threads: %d\n", g->totalbytes);

    lua_close(L);

    return 0;
}

It seems you could not load file as coroutine? but use function instead And it should be selected to the top of the stack.

lua_getglobal(Lt[i], i % 2 ? "hello" : "hate");