#include <memory>

struct COMDeleter {
    template<typename T> void operator()(T* ptr) {
        ptr->Release();
    }
};
template<typename T, typename Del> struct PointerToPointerToUniquePointer {
    PointerToPointerToUniquePointer(std::unique_ptr<T, Del>* unique) {
        ptr = unique;
        t_ptr = nullptr;
    }
    std::unique_ptr<T, Del>* ptr;
    T* t_ptr;
    operator T**() {
        return &t_ptr;
    }
    ~PointerToPointerToUniquePointer() {
        *ptr = std::unique_ptr<T, Del>(t_ptr);
    }
};
template<typename T, typename Del> PointerToPointerToUniquePointer<T, Del> PointerToPointer(std::unique_ptr<T, Del>& arg) {
    return PointerToPointerToUniquePointer<T, Del>(&arg);
}

int main() {
    IDirect3DDevice9* p = ...; // ignore device & it's refcount for now
    std::unique_ptr<IDirect3DTexture9, COMDeleter> tex;
    p->CreateTexture(..., PointerToPointer(tex)); // all is good.
}