Your question is rather too vague. If you don't know which of the various components you're using you wish to blame, then you have zero hope of fixing it. The most likely thing is you're doing something wrong, or that you don't understand how these components work. I very much doubt that it's purely a bug in the components themselves, but hey, either way it's all on you to find what's having a problem, and your job to fix it.
A deadlock that you've created, or a deep process corruption issue, that is happening, may prevent MadExcept from giving you any information, but it's worth trying.
To find out which one is freezing, if any at all, then the madexcept comment is the best suggestion yet. It will time-out (after a configurable # of seconds) and raise an artificial exception for you, interrupting your hung process. This works for user code, and for places where the thread is blocked in a Win32 or kernel function. For example, it's possible that you've set up Indy for infinite timeouts, as that's the default these days in Indy 10, and that what you're experiencing is a timeout related freeze, where network activity that you expected to complete but which never will complete, is causing your program to "hang". The cure here is to change your timeouts.
However, until you figure out WHERE the problem is, I doubt you'll be able to fix it. And so, for that, again, Marcus is right, you should be looking into madExcept. I can't live without it.
Secondly, you should really be adding trace logic to your program, so you know where it's going and what it was doing just before it had a problem. If you really need help doing that, you could try CodeSite, from Raize. Personally I find that OutputDebugString
combined with the free Microsoft DebugView
utility (formerly from SysInternals) tool is more than enough to debug such problems on a client computer.
Any program with background threads that does not have trace logging, is a badly designed program. Heck, any non-trivial single threaded application that might ever fail or have problems, needs trace logging.
Logging is always going to help, even when MadExcept or other exception tools don't. Trace-Logging is usually a roll-your-own solution, although CodeSite is also quite popular.