This must be a new restriction that was added in the Facebook console.
Can you try leaving the field empty and setting the CallBackURL in your Delphi app to "http://localhost:8000/"?
Is your app in "development" mode or "live" mode?
If it's in development mode, a localhost callback url should automatically be allowed.
If not, have you tried using an URL to on of the the other App Domains you entered?
We still haven't been able to reproduce this issue here.
Can you try to create a new Facebook App in the Facebook console with the settings as described here TMS Software | TMS Cloud / Mapping Controls?
If the problem persists, please provide screenshots of all your current settings and of the error message so I can further investigate this.