how to quit the blocking of xlib's XNextEvent

No. This is why most UI frameworks (Gtk, KDE, etc) use custom main loops to be able to listen for more event sources.

Internally, XNextEvent uses a socket, so it calls select() to know when input is available. Call ConnectionNumber(display) to get the file descriptor that you need to pass select()

That allows you to listen for several file descriptors.

Sample code from http://www.linuxquestions.org/questions/showthread.php?p=2431345#post2431345

#include <stdio.h>
#include <stdlib.h>
#include <X11/Xlib.h>
#include <X11/Xutil.h>

Display *dis;
Window win;
int x11_fd;
fd_set in_fds;

struct timeval tv;
XEvent ev;

int main() {
    dis = XOpenDisplay(NULL);
    win = XCreateSimpleWindow(dis, RootWindow(dis, 0), 1, 1, 256, 256, \
        0, BlackPixel (dis, 0), BlackPixel(dis, 0));

    // You don't need all of these. Make the mask as you normally would.
    XSelectInput(dis, win, 
        ExposureMask | KeyPressMask | KeyReleaseMask | PointerMotionMask |
        ButtonPressMask | ButtonReleaseMask  | StructureNotifyMask 
        );

    XMapWindow(dis, win);
    XFlush(dis);

    // This returns the FD of the X11 display (or something like that)
    x11_fd = ConnectionNumber(dis);

    // Main loop
    while(1) {
        // Create a File Description Set containing x11_fd
        FD_ZERO(&in_fds);
        FD_SET(x11_fd, &in_fds);

        // Set our timer.  One second sounds good.
        tv.tv_usec = 0;
        tv.tv_sec = 1;

        // Wait for X Event or a Timer
        int num_ready_fds = select(x11_fd + 1, &in_fds, NULL, NULL, &tv);
        if (num_ready_fds > 0)
            printf("Event Received!\n");
        else if (num_ready_fds == 0)
            // Handle timer here
            printf("Timer Fired!\n");
        else
            printf("An error occured!\n");

        // Handle XEvents and flush the input 
        while(XPending(dis))
            XNextEvent(dis, &ev);
    }
    return(0);
}

You can quit the blocking XNextEvent, by sending yourself a dummy event.

Window interClientCommunicationWindow;
Bool x11EventLoopActive = True;

// create a dummy window, that we can use to end the blocking XNextEvent call
interClientCommunicationWindow = XCreateSimpleWindow(dpy, root, 10, 10, 10, 10, 0, 0, 0);
XSelectInput(dpy, interClientCommunicationWindow, StructureNotifyMask);

XEvent event;
while(x11EventLoopActive) {
  XNextEvent(dpy, &event);
  ...
}

In another thread you can do this to end the loop:

x11EventLoopActive = False;
// push a dummy event into the queue so that the event loop has a chance to stop
XClientMessageEvent dummyEvent;
memset(&dummyEvent, 0, sizeof(XClientMessageEvent));
dummyEvent.type = ClientMessage;
dummyEvent.window = interClientCommunicationWindow;
dummyEvent.format = 32;
XSendEvent(dpy, interClientCommunicationWindow, 0, 0, (XEvent*)&dummyEvent);
XFlush(dpy);

You should use : Bool XCheckMaskEvent(Display*, long, XEvent)

The XCheckMaskEvent function first searches the event queue, and then any events available on the server connection for the first event that matches the specified mask.

If it finds a match, XCheckMaskEvent removes that event, copies it into the specified XEvent structure, and returns True. The other events stored in the queue are not discarded.

If the event you requested is not available, XCheckMaskEvent returns False, and the output buffer will have been flushed.