If wandb.init runs I don't think it's a problem with parallelization. In any case, you should check if the arguments were all passed correctly by the executor.
You have to take into account that ThreadPoolExecutor uses a pool of threads to execute calls asynchronously. If the threads do not run independently and wait on the results of another deadlocks can occur.

Have you try to parallelize W&B Sweep agents within a Jupyter Notebook, heres the link.