I tried to reproduce it with the demo, even releasing a small project to the customer, but unfortunately the demo always worked correctly.
I can't explain it, but my intuition tells me that there is a problem with the management and optimization of events, between FormShow and FormActivate (which can be launched several times), such that at a certain point, despite already having the values loaded, the designtime ItemIndex is set, which is always = -1 (since there are no items)