That pragma just checks to make sure that you declare the same value for a tag every time. If you give it the args ("thingy", "ver1") and then somewhere else in the code say ("thingy", "ver2") it will pop a mismatch for you because value given for the tag "thingy" doesn't match in all the different locations where the pragma is used. The record is recorded in the .obj file that the pragma appears in, so put it int the code file, not the header.
Possibly your problem is coming from SFML linking to something (a lib) that was compiled with iterator debugging enabled. I haven't used it so I wouldn't know.
As far as I'm aware iterator debugging and scl security are module-wide, but I could be wrong.