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...