[ecfisa]

Hola Delphitest.

Otra opción para detectar el cambio de foco, es usar el evento OnActiveControlChange :

Código Delphi [-]
...
type
  TForm1 = class(TForm)
    ...
    procedure FormCreate(Sender: TObject);
    procedure FormDestroy(Sender: TObject);
  private
    procedure ActiveCtrlChange(Sender: TObject);
  ...
  end;

...
implementation

uses TypInfo;

const
  FOCUSEDCOLOR   = clMoneyGreen;
  UNFOCUSEDCOLOR = clWindow;

var
  PrevFocusedCtrl: TWinControl = nil;

procedure TForm1.FormCreate(Sender: TObject);
begin
  Screen.OnActiveControlChange:= ActiveCtrlChange;
end;

procedure TForm1.ActiveCtrlChange(Sender: TObject);
begin
  if not Assigned(PrevFocusedCtrl) then
    PrevFocusedCtrl:= ActiveControl;

  if Assigned(GetPropInfo(PrevFocusedCtrl.ClassInfo, 'Color')) then
    SetOrdProp(PrevFocusedCtrl, 'Color', UNFOCUSEDCOLOR);

  if Assigned(GetPropInfo(ActiveControl.ClassInfo, 'Color')) then
  begin
    SetOrdProp(ActiveControl,'Color', FOCUSEDCOLOR);
    PrevFocusedCtrl:= ActiveControl;
  end;
end;

procedure TForm1.FormDestroy(Sender: TObject);
begin
  Screen.OnActiveControlChange:= nil;
end;
...

De este modo cambiará el color del control focalizado (siempre que poseea la propiedad Color)

Saludos