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Hmmm I also never used DHCP - but there is a note on the lwip wiki:
This example assumes static IP, but the final netif_set_up could be replace by dhcp_start or autoip_start (see Network interfaces management for more information).
Maybe you have to remove the call to netif_set_up?
Also:
When calling from other threads, use the netifapi_dhcp_*() functions defined in the api-module netifapi.c.