As side note,
I do not want to learn Zeos now without exploring SQLdb first

Second, I did not said I did all my tests with the last "stable" release, 0.9.28-2 with FPC 2.2.4. Yesterday I compiled the Lazarus svn version with also the last fpc from svn (currently 2.5.1) and things are working much better (and related to ODBC I use).
For example with stable Lazarus typing in a DBGrid does nothing if there is not a DBNavigator on the form to click "Apply". Without the DBNavigator, I can edit DBGrid cells, but the AfterPost event it even not ran at all.
With the svn setup, with only a DBGrid, I had only to add ApplyUpdates in AfterPost event and I can edit /add to the database.
Almost all what I have to enter manually (updatesql, flags) is not necessary now and behaves like my Delphi sample.