It appears that the reason no progress events are called is because getting the "content length" fails, so lpdword is zero. Progress events are not called when that is zero. Without progress events, there is no easy way to cancel the task.
In components having a DownloadInt function, a size value is passed to the function but never
used. That size could be used instead of the content length. A member would need to be added to
TTMSFNCCloudBaseRequest (such as ResultContentLength) and assigned in the DownloadInt
function.
When lpdword is zero, it can be set to TTMSFNCCloudBaseRequest.ResultContentLength instead.
Also lpdword needs to be a 64 bit value for very large files.
Hopefully these changes can be made quickly. After August 1st C++ Builder will not be usable for Android apps.