That warning isn’t relevant unless you are using pipelining (e.g. with “threading-model Cull/Draw” in your Config.prc). Even though it’s not usually a significant problem.
One thing that is a problem is having geometry in the scene graph while it is simultaneously being modified in a child thread. This can cause deadlocks or graphics failures when the render thread tries to draw incomplete data. When you’re creating geometry in a child thread, it’s important to ensure that (a) you don’t add it to the scene graph until it is fully created, and (b) once it is added to the scene graph, you no longer modify that particular object.
Other than these ideas, I don’t know what’s causing your lockup. This should work in general; and I do things like this from time to time successfully.
David