Using Windows 10 and Lazarus 2.0.12 I routinely switch a progress bar style between pbstMarquee and pbstNormal in code (for instance, marquee while building a directory tree and normal while listing the files in those dirs). It works fine.
I'm a newbie too. I quickly realised that the operating system and Lazarus version are useful information to the knowledgeable 'oldies' so it's useful to say what they are for you. Maybe you'd get more responses if you did.