If a mouse button is pressed and a window is shown that window will receive the MouseUp event when the mouse button is released.
Is it possible to detect, once the window is shown, whether or not a mouse button is already pressed?
I would try this:
procedure TForm1.FormShow(Sender: TObject);
begin
if GetKeyState(VK_LBUTTON) and $8000 <> 0 then
ShowMessage('Left mouse button is pressed...')
else
ShowMessage('Left mouse button is not pressed...')
end;