I would not recommend to use Bitmap.Canvas because it is more provided as a workaround in case you cannot use CanvasBGRA and can be slow.
Normally the following should do just fine:
Bitmap.CanvasBGRA.Pen.Color := clBlue;
Bitmap.CanvasBGRA.Pen.Width := 3;
Bitmap.CanvasBGRA.Brush.Style := bsClear;
Bitmap.CanvasBGRA.Rectangle(FNewRect);
Or, even simpler:
Bitmap.Rectangle(FNewRect, clBlue);
Or:
Bitmap.RectangleAntialias(FNewRect.Left,FNewRect.Top,FNewRect.Right,FNewRect.Bottom, CSSBlue, 3);