OK, this makes me sound very ignorant, but I've been using Macs for many years and this has never happened before.
Lazarus is not installed in Applications -- it is under /opt/local/share/lazarus I had to right click on the lazarus.app shortcut in Applications, choose Show Original, and then drag THAT one to the dock.
Is there a good reason why Lazarus does not install itself as an Application like everything else does?