Boost probably has most of what you need in terms of threading and networking I/O.
You may also find Qt a good alternative. It also has threading and networking libraries and has a much easier to use & understand event-driven programming model using a run loop. Qt's signal/slot system is very easy to use and ideal for a network daemon/service (Boost also includes a signal/slot system but it is harder to use and does not include an event loop; you have to roll your own using some event library). As a cross-platform library, Qt can handle many of the issues in bridging the Unix (OS X and Linux) vs. Windows mental model for processes, filesystems, etc.
For unit testing, I've been very happy with Google's C++ unit testing library called googletest (though both Boost and Qt also have built-in unit testing systems). It runs on all the platforms you specify. I've done a lot of work with googletest on cross-platform Qt projects and found it quite satisfactory.