SOLUTION

[królewna]

I have found the solution. I dont know why in python documentation there 
is not a single word about this option. I've found it in pysqlite doc 
site. So we have to add a new keyword argument to connection function 
and we will be able to create cursors out of it in different thread. So use:

sqlite.connect(":memory:", check_same_thread = False)

works out perfectly for me. Of course from now on me need to take care 
of safe multithreading access to the db. Anyway thx all for trying to help.

--
best regards
princess