man XInitThreads says:
…
It is only necessary to call this function if multiple
threads might use Xlib concurrently.
…
I don’t see anything in there that says that having a separate X
connection allows you to bypass the call to XInitThreads.
It does.
The problem is happening because the main thread and the event thread
are both using SDL_Display() – or you are performing graphics updates
from the event thread. The latter is more likely because the former
has been thoroughly tested. 
-Sam Lantinga (slouken at devolution.com)
Lead Programmer, Loki Entertainment Software–
“Any sufficiently advanced bug is indistinguishable from a feature”
– Rich Kulawiec