Thanks. This will required to rewrite a lot of code. And actually I do not see where is the difference - as addImageAsync() also uses threads, it should have the same problems. But as I assume it works, then there should be a solution for my case.
I see that addImageAsync() uses this function to just load the file, so probably no OpenGL interaction at all:
My sprite loading code looks like this:
CCTexture2D *tex = CCTextureCache::sharedTextureCache()->addImage(nameFile);
CCSpriteFrame* frame = CCSpriteFrame::createWithTexture(tex, CCRectMake(0.0f, 0.0f, size.width, size.height));
As it does not work, I assume there is some openGL dependecy inside of these calls.