No, but it's maybe related to the mouse event handling.
The most annoying part of Cocoa (AppKit) is their coordinate system, which goes from the bottom to the top. (just like any other).
Carbon did it the "normal" way (from top to bottom)
UIKit (iOS) does it the "normal" way (from top to bottom)
CustomControl has been updated recently adding another "layer" into its implementation.
I'd think it adds the interference of some sort causing the mouse coordinates to be reverted again... (as there's a code present to mirror the coordinate from Cocoa to LCL)... hmm...
I'm on the run that moment, but I can try to create an example later.
That behavior was not there in the official release 2.04.
the change for the border support was introduced in trunk. (The change is risky, no matter how to do it. I believe you're experiencing the side-effect)
I can wait for the example.