PXL (formerly called Asphyre Sphinx I guess) has a fully functioning DirectX11 backend (as well as DirectX7, DirectX9, legacy OpenGL, and modern OpenGL backends) that should give you a pretty good idea of how DirectX works in practice.
https://sourceforge.net/p/asphyre/code/HEAD/tree/
Also, regarding FMX: not worth anyone's time. It's just an extremely stripped down, worse version of GLScene (literally, not figuratively. The 3D parts of FMX are based entirely on DXScene by Eugene Kryukov, which was itself a not-that-great DirectX based fork of GScene. Making FMX a fork of fork!)
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