I typed too soon

If you have the 0.5 archive anywhere, have a look @
JEDI-SDL/Demos/2D/SDLTests/testwin/

That Delphi project makes use of SDL_SetColors()

The fix to your code is obvious if I had paid attention to what you had typed earlier about palette being a PSDL_Palette...
Code:
  if &#40;image.format.palette <> nil &#41; and &#40; screen_.format.palette <> nil &#41; then
  begin
    SDL_SetColors&#40;screen_, @image.format.palette.colors&#91;0&#93;, 0, image.format.palette.ncolors&#41;;
  end;