DelphiX uses $BBGGRR colour format most of the places, add your colours like that.
Upload your compiled game to for example www.yousendit.com (enter a fake e-mail, copy in the address it gives you after it's up) and let us see.
Btw, you should use DXDraw.Surface.ClientRect (or way is only in the canvas property? Whatever ) to get the rect of the client area, it's more versatile ^^
If nothing else works, I'd debug into the code of the FillRectAlpha drawing and look at what it does in class D2D, but as far as I know UnDelphiX 1.07 is very close to bugless...
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