I don't think that is a good idea. Why? Becouse you will be still limited by slow VCL in Delphi or in your case LCL in Lazarus rendering.
And what is worse is that both VCL or LCL use main applications thread for being rendered and could therefore cause significant slowdowns on your OpenGL part.

There are some existing Pascal GUIs out there which could probably be integrated with your graphical engine. Theese GUIs usually folow two principles of how they are rendered.
One is sprite based approach where GUI just takes care to render necessary sprites (pictures) on corect positions. Theese usually make use of BitFonts (fonts which are actually comprised from many small pictures each representing a leter).
An the other is vector based approach where GUI is actually rendered from series of quads and triangles which can use just one color or have texture rendred on them. This one usually also make use of vector based fonts. The biggest advantage of the second one is the fact that it is easily scalable.

I myself am developing my own GUI library which would hopefully provide an easy way of creating VCL or LCL like controlls in any graphical engine. But unfortunately as with all my other project development is quite slow due to my limited time. So I can't even give you an estimation when it might be compleeted.