Are there any UI components that look the same on Win/Unix/Mac.
Only custom drawn components.
With a few exceptions the LCL goes for native-widget-based controls. These, as you are well aware, have subtle and sometimes obvious differences in style, default font, default size, customisability and usability. The LCL does its very best to minimise these cross platform differences, but in the nature of platform diversity there is a limit to what can be done to make a Mac control look and behave exactly like its Windows or Linux counterpart.
Which control(s) are causing you trouble on different platforms, and what exactly is the difficulty?