After mayor fight with bugs here is how i done it.
Using "windows.h" and sfml events
Here is how i done it in a nutshell if anyone needs it.
when sf::Event::LostFocus is triggered i do following
if isFullScreen == true{save all data of window, create a new window that is not fullscreen "NOTE most update handle from window.h when you recreate a new window", limit frames per second to 1 to save process, and using windwos.h function ShowWindow(myWindow, SW_MINIMIZE), make infinite loop where games only handles 1 event "sf::Event::GainedFocus" }
else { limit frames per second to 1, make infinite loop where games only handles 1 event "sf::Event::GainedFocus}
when in this infinite loop the sf::Event::GainedFocus is triggered
if isFullScreen == true { recreate old window using data that was stored "NOTE most update handle from window.h when you recreate a new window" and use windwos.h function ShowWindow(myWindow, SW_RESTORE) to restore window to its previous location and info, turn off limit on FPS, break the infinite loop and go into game}
else{turn off limit on FPS, go intro normal game related stuff / break the infinite loop};