[[escafandra]]

Estaba preparando un ejemplo, pero veo que ya resolviste el problema. Aún así lo dejo.

Fíjate en este código basado en el tuyo. Es un componente visual que debes instalar:
Menu->Component->Intall Component

//---------------------------------------------------------------------------

#ifndef NewScrollBoxH
#define NewScrollBoxH
//---------------------------------------------------------------------------
#include <SysUtils.hpp>
#include <Classes.hpp>
#include <Controls.hpp>
#include <Forms.hpp>
//---------------------------------------------------------------------------
class PACKAGE TNewScrollBox : public TScrollBox
{
   public:
        __fastcall TNewScrollBox(TComponent* Owner);

   private:
        TNotifyEvent FOnVerticalScroll;
        TNotifyEvent FOnHorizontalScroll;

   private:
        void __fastcall WMHScroll(TMessage& Msg);
        void __fastcall WMVScroll(TMessage& Msg);

   __published:
        __property TNotifyEvent OnVerticalScroll =
        {read=FOnVerticalScroll,
        write=FOnVerticalScroll};
        __property TNotifyEvent OnHorizontalScroll =
        {read=FOnHorizontalScroll,
        write=FOnHorizontalScroll};

   public:
        BEGIN_MESSAGE_MAP
        MESSAGE_HANDLER(WM_HSCROLL, TMessage, WMHScroll)
        MESSAGE_HANDLER(WM_VSCROLL, TMessage, WMVScroll)
        END_MESSAGE_MAP(TScrollBox)
};
//---------------------------------------------------------------------------
#endif

//---------------------------------------------------------------------------

#include <vcl.h>

#pragma hdrstop

#include "NewScrollBox.h"
#pragma package(smart_init)
//---------------------------------------------------------------------------
// ValidCtrCheck is used to assure that the components created do not have
// any pure virtual functions.
//

static inline void ValidCtrCheck(TNewScrollBox *)
{
        new TNewScrollBox(NULL);
}

//---------------------------------------------------------------------------
__fastcall TNewScrollBox::TNewScrollBox(TComponent* Owner)
        : TScrollBox(Owner)
{
}
void __fastcall TNewScrollBox::WMHScroll(TMessage& Msg)
{
        if (FOnHorizontalScroll != NULL)
        {
                FOnHorizontalScroll(this);
        }
        TScrollBox::Dispatch(&Msg);
}

void __fastcall TNewScrollBox::WMVScroll(TMessage& Msg)
{
        if (FOnVerticalScroll != NULL)
        {
                FOnVerticalScroll(this);
        }
        TScrollBox::Dispatch(&Msg);
}
//---------------------------------------------------------------------------
namespace Newscrollbox
{
        void __fastcall PACKAGE Register()
        {
                 TComponentClass classes[1] = {__classid(TNewScrollBox)};
                 RegisterComponents("Samples", classes, 0);
        }
}
//---------------------------------------------------------------------------

Te subo el proyecto del nuevo componente.


Saludos.