I have it working with no problems, but I have a question. Do I need to SDL_DestroyWindow() each time I want to change screen resolution - fullscreen, no window resize (and therefore delete and reload all textures)? Seems like a bit rough solution for resolution change...

Note I use: SDL2+OpenGL.

In earlier versions of SDL it was often necessary to perform the full teardown/recreate you describe.

With SDL2, you should be able to just call SDL_SetWindowDisplayMode() (and then update your viewport, projection matrix, etc).