Ogre's event loop
You have to know that the event loop provided by Ogre is only for ease of use purpose and shouldn't be used in "serious" projects.
You have to setup you own loop, it's easy, and call Ogre::Root::renderOneFrame() when you want to render a frame.
That way, you can combine anything with Ogre, even SFML if you use OpenGL.
What you have to do here is to create the window with SFML, get the window handle and initialize Ogre::Root with that handle, with the OpenGL renderer. Now both systems work in the same context.
That said, I never tried myself.