However there is a problem with menubar and opacity of texts color when they get enabled.
It definitely looks like that with the White theme, but if the issue you were seeing is the one that I just fixed then the problem was actually just the text color, not the opacity.
Also a setopacitydisable value in gui.txt for messagebox gave me an exception.
Did you make a typo when making the forum post or are you actually using "setopacitydisable"? Because it should be "opacitydisabled" (without "set" in front and with a "d" at the end).
Now we have something, i think. 
Yep, you did a great job.
Now we just need to get it integrated with TGUI.
Do you think there should be a downloadable exe for the example on the website? If so, maybe you could build the executable statically (including linking statically to standard library) so that it can run on any computer. It would require rebuilding SFML with SFML_USE_STATIC_STD_LIBS and TGUI with TGUI_USE_STATIC_STD_LIBS.
Something should still be done about gnu-freefont_freeserif.zip. The KitchenSink folder is 6.2MB of which 4.3MB is an unused zip file. Whether you keep all the files or except for the font files or whether you do what I suggested earlier ("Maybe the font should be moved to a new subfolder which would contain the README, FreeSerifBold.otf, CREDITS, COPYING and AUTHORS files.") is up to you. When the example gets included with TGUI, every download is going to increase by the size of that KitchenSink folder. For this reason it might also be better to not ship the gui.psd file with the project either, it almost takes up half of the size if you remove the zip. If there is going to be a page on the website about the example I can still put the psd file there.
(I know my tests folder is a few MB too where it could also be argued that it shouldn't be in the project either if I want to keep things small, but that isn't an excuse to add even more bloat than there already is).