I've got delayed texture loading and notification in SPGL
(notice how Super Elvis' loading screen works)
The thing is it's an extremely unusual requirement in soft realtime graphics. If you need to display a model with a texture on it next frame, you can't really be showing a wireframe while the texture loads. You have to have it loaded and ready way in advance or you drop frames. You can either do it at a point when you're not having to display in realtime, or you can load bits on demand and hope you can get them inside a frame. That's just the way it is for soft realtime though, of which games is a subset.