I might have found something.
I am using Keil's ARM-MDK uVision4 IDE, and have just upgraded from version 4.54 to 4.60.
1. After the upgrade, I've recompiled the MQX "psp" library in "build_libs.uvmpw" (which is included in MQX release 3.8.0, and is a "Keil uVision 4 multi-project workspace file which can be used to batch-build the MQX kernel and all other MQX software stacks and libraries").
2. I've ran my program, and when using ipcfg_bind_dhcp_wait() or ipcfg_bind_staticip(), I get "Unhandled Exception", and all tasks halt.
3. When I've rolled back to version 4.54, I did the same compilation again (just the "psp" library file - other libraries do not affect anything) - this time everything worked as expected.
So I guess the problem is with the IDE / ARM compiler. I've emailed Keil, hopefully I will get some answers.
Did anyone have stumbled into the same issue?