@ big_M
Ok, so for updates while dragging I actually need WM_SIZING.
Yes you're right, I misunderstood your question, you indeed need WM_SIZING. Sorry for that!
It renders okey, but from memory, I wouldn't say it renders any better then using OnResize
As @nanobit already mentioned the resizing mechanism is broken in the latest stable release Lazarus 2.2.4, however it works fine with Lazarus trunk/main(just tested). So if you use 2.2.4 you need to catch WM_SIZING, in other version you can use the OnResize event.
PS: Current bug aside, in my experience combining WM_SIZING with WM_ENTERSIZEMOVE/WM_EXITSIZEMOVE gives you a much finer control, I prefer catching those messages, over OnResize in windows.