Do not create the context from the Sphinx server, as your XData server is another, different server than Sphinx. Instead, use this:
uses Sphinx.Config.CoreOptions, Sphinx.Context.Impl;
...
LContext := TSphinxContext.Create(
TConfigCoreOptions.Create(SSOServerMainComponents.SphinxServer1.Config),
TXDataOperationContext.Current.GetConnectionPool);