I can not set Show Timeout on TWebWaitMessage.
Sometimes, TWebWaitMessage did not process hiding it.
How to solve it?
I don't think there is a Timeout. I've used a TWebTimer that I set to enabled just before I show the TWebWaitMessage and then in OnTimer event call WebWaitMessage1.Hide; and disable the timer.
Thank you. I think it is good having TWebWaitMssage included Timeout function.
It was thought that typically the wait message should disappear when some other action effectively completed, rather than a fixed timeout.
I agree Bruno, like setting screen.cursor to crHourGlass.
The reason I use waitmessage and a timer is because submitting a form back to our xdata server was so quick I wanted to put in a slight delay before closing the form 
Indeed, XData is superfast 
In such scenarios indeed it makes sense. I put this on the todolist for further consideration on component extension.