I had a working multi-threaded example working a good while ago. The code is lost in the nimbus but I know it's doable. I also ported the Context class a while ago, this should help with context activation. It was never tested so far...
I guess try it, if it doesn't work we'll see what we can do.
By the way, you do not have to do the rendering in an extra thread, you can use a main loop in the main thread without problems. All AWT / Swing events are handled in the separate "AWT Thread" already, so it won't freeze. You just have to deal with AWT events (e.g. button presses) asynchronously. A concurrent list to queue such events to be processed could be of help here.
Also, prepare for more refactoring, I've done a bunch of changes in the master branch to fix remaining design issues. Right now it should all be in its final form. I can't tell when I will merge the RenderCanvas into the master branch. It probably should be in JSFML 1.0, but it has to work properly. I will commence Linux tests some time soon.