Hmm.
include the LCLintf unit.
and at some point for example, call the "SetCapture(TheFormTheControlsAreOn.Handle)"
From this point on, capture will be sent to the form even if the mouse is over the controls and you can use the form's OnMouseMove etc to receive the input instead.
Doing this of course you need to convert or find what child control is at that position.
remember the call "ReleaseCapture" at some point.