function LackSelection(CLB: TCheckListBox): Boolean;
var
i: Integer;
begin
Result := False;
for i := 0 to CLB.Count - 1 do
if not CLB.Checked[i] then Result := True;
end;
procedure Tmainform.BitBtn19Click(Sender: TObject);
...
begin
if LackSelection(CheckListBox1) or (DBLookupComboBox5.KeyValue = NULL) then
raise Exception.Create('Debe seleccionar todos los datos');
...
end;