The right approach is to avoid simple syscalls like sleep() or recv(), and instead call use multiplexing calls like epoll() or io_uring(). These natively support being interrupted by some other thread because you can pass, at minimum, two things for them to wait for: the thing you're actually interested in, and some token that can be signalled from another thread. For example, you could start a unix socket pair which you do a read wait on alongside the real work, then write to it from another thread to signal cancellation. Of course, by the time you're doing that you really could multiplex useful IO too.
You also need to manually check this mechanism from time to time even if you're doing CPU bound work.
If you're using an async framework like asyncio/Trio in Python or ASIO in C++, you can request a callback to be run from another other thread (this is the real foothold because it's effectively interrupting a long sleep/recv/whatever to do other work in the thread) at which point you can call cancellation on whatever IO is still outstanding (e.g. call task.cancel() in asyncio). Then you're effectively allowing this cancellation to happen at every await point.
(In C# you can pass around a CancellationToken, which you can cancel directly from another thread to save that extra bit of indirection.)