procedure TForm1.btn1Click(Sender: TObject);
begin
  TThread.CreateAnonymousThread(procedure ()
  begin

    for var i: integer := 0 to 1000 do
    begin
      TThread.Queue(nil, procedure
      begin
        lblOutput.Text := i.ToString; // problematische Ausgabe
      end);
    end;

    TThread.Synchronize(TThread.CurrentThread, procedure ()
    begin
      lblOutput.Text := 'Finished';
    end);
  end).Start;
end;