If you have a Panel with a Shadow and on top of that a FNC Checkbox only the lable is visible.
We are able to reproduce this issue and will investigate this here as soon as possible.
Can you try this
type
TTMSFNCCheckBoxOpen = class(TTMSFNCCheckBox);
procedure TForm1.FormCreate(Sender: TObject);
begin
TTMSFNCCheckBoxOpen(TMSFNCCheckBox1).CreateCheckBoxBitmaps;
end;