Parece que te falta un paréntesis:
Código Delphi
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frm_DataModule.qry_Alum_Consultar.Close;
frm_DataModule.qry_Alum_Consultar.SQL.Clear;
frm_DataModule.qry_Alum_Consultar.SQL.Add('SELECT ALUMNO.MATRICULA, ALUMNO.NOMBRE_ALUM, ALUMNO.APELLIDOP, ALUMNO.APELLIDOM, ALUMNO.TURNO, ALUMNO.GRUPO, AREA_ACADEMICA.NOMBRE_AREA, ALUMNO.AREA_ACADEMICA FROM AREA_ACADEMICA, ALUMNO INNER JOIN CT ON ALUMNO.ID_CT = CT.ID_CT');
frm_DataModule.qry_Alum_Consultar.SQL.Add('WHERE (((AREA_ACADEMICA.ID_AREA) = '+VarToStr(combo_Nucleo.KeyValue)+') AND (CT.TURNO) ='+ QuotedStr(VarToStr(combo_Turno.keyvalue))+' AND (ALUMNO.GRUPO) = '+ QuotedStr(combo_Grupo.Text)+') ');
frm_DataModule.qry_Alum_Consultar.SQL.Text;
frm_DataModule.qry_Alum_Consultar.Open;