This is pretty much what RenderTexture is capable of.
Just draw your images to the rendertexture (Like your renderwindow), then pass the texture of it to your renderwindow (Or to the shape).
An example:
renderTexture.clear();
renderTexture.draw(Sprite1);
renderTexture.draw(Sprite2);
renderTexture.draw(Sprite3);
//...
renderTexture.display(); //call this otherwise the texture will be flipped on the Y axis
shapeRect.setTexture(&renderTexture.getTexture());
//draw
window.draw(shapeRect);