Win32 api error on exit only of program

Hi all, I have a bug I can't nail. The program runs fine. But exceptions on
exit. I assume I have left a socket of sound of loop active, yet calling
tcomponent.free ; tcomponent.destroy tsocket.disconnect ; tsocket.close ;
etc DOES NOTHING.

Error from Debug (It shows, system, last chance raise error.)

First chance exception at $0040BB0D . Exception class EWin32Error with
message 'A Win32 API function failed'. Process chatmaster.exe ($FFF5E935)

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Regards
DSR