Hey, Rik, you are answering my questions faster than I can ask them...
Yes, after applying GetMem's idea of using FreeOnTerminate=true and thus no longer destroying the thread by myself, I ran into the problem that it was not possible any more to cancel a running thread by the corresponding toolbar button or by closing the application - and this reminds me of why I had introduced the FreeOnTerminate=false in the first place.
But with your suggestion, everything is fine, even in Linux. I'll be updating sourceforge shortly. The new version will also have fixes for some memory leaks.