Thank you for the reply, so there is nothing that can be done to fix this...
I'm sure it's a 'glDeleteTextures' crash because i tried to call it explicitly, retrieving the texture ID and i got the same crash with the same address corruption.
So the only way to load textures in a different thread is to load only the sf::Image object, set a flag and then in the main thread build the sf::Texture object. Is it correct?