Please refer the ticket about the problem.
This solution just move the
SDL_InitSubSystem(SDL_INIT_VIDEO);
SDL_GL_LoadLibrary(NULL);
To GameLoop.
In osx Mojave this solution works perfectly and remove all warnings about another thread, and also this patch allow to show AtlasUI menu even when you pass "--editor" flag
Here some documentation
https://developer.apple.com/documentation/code_diagnostics/main_thread_checker
Looks like from StackTrace that SDL_InitSubSystem call the method Cocoa_StartTextInput, and Input is an UI, and then the warning show