Question

I tried with swprintf(buff, 4, L"%#03x", value), but when value = 0, I get 000 instead of 0x0.

Answer 1

Use L"0x%x", value. Making the buffer have only four elements is probably a bad idea (as soon as value is greater than 0xF). You should store the return value and make sure the string didn’t get truncated:

int n = swprintf(buff, sizeof buff, L"0x%x", value);

if (n >= sizeof buff) { /* truncation! */ }