Avishai, I'm a native Hebrew speaker like yourself, and I research the Bidi issue for more then 11 years now, so I know a lot regarding Hebrew and other languages that require Bi-Directional support.
SysLocale record is initialized only in MS-Windows, so it's not a cross platform record.
Claiming that all middle east languages are right to left is wrong. some of them are written in Latin letters today, and latin is written from left to right, so only the RightToLeft field should be used, but as I said, it's very Windows oriented and Lazarus is a cross platform environment that is created in the mindset of writing more general code rather then specific environment specific code. That's why the LCL support so many widgets on many systems, and that's why we mostly recommend not to use specific API unless you must use it.
I still do not understand the problem/bug you have with BiDiMode, and what you are trying to do exactly that was not given to you. As I see, the Hebrew with the punctuation (ניקוד) are written properly from right to left, and so does the grid seems to be from right to left.