You need a Procedure for DragOver too. Only with both procedures assigned, the error occours.
Take a new treeview and set "Interaction.DragDropMode" to "tdmMove".
The treeview already handles everything internally and automatically applies a move operation. If you want to manage custom drag & drop, please assign the events OnCustomDrag* or OnCustomDrop* programmatically instead of using the built in drag & drop mode. They need to be assign programmatically. (see TAdvTreeView + DragMode - #3 by Pieter_Scheldeman)