You are correct, neither LazReport, FastReport, ReportBuilder or Fortes is capable of producing reports when no GUI environment is available. In fact, we couldn't find any reporting tool written in Object Pascal, or working with Object Pascal that doesn't require some graphics toolkit (be that VCL, LCL, fpGUI, MSEgui etc)
There is a silver lining though... I have been commissioned to write just such a reporting tool for Free Pascal. My client said the work will be donated to the Free Pascal project once completed.
The status thus far: A whole new TTF font parser has been written. A PDF rendering engine has been written (based on the rendering engine included in fpGUI, but much improved). The PDF engine supports TTF embedding and Unicode text. A report engine has been written from scratch and can report from multiple sources (dataset, custom data etc) and has a PDF export option for rendering PDF files. Other export options can be written (but that is not part of my job). All this is accomplished without requiring any GUI environment or GUI toolkits - that was the ultimate goal of this job. Thus ideal for server-side reporting (eg: CGI apps etc). I've also created multiple reporting demos showing more and more reporting functionality as I go along. Reports can be designed purely in code, or can be streamed to/from a JSON file format. Everything is thoroughly unit tested too, so it should be very stable out of the box.
So this reporting tool (we call it fpReport) is pretty functional already, but still needs some polish. I unfortunately don't have a time frame for when my client will allow this code to be donated to the Free Pascal project. I'm assuming as soon as I'm done.
So hang in there, a solution is on its way.