type TOwnTCPClient = class(TIdTCPClient)
[...]
procedure DoQuery;
[...]
end;

type TQueryThread = class(TThread)
private
  QT: TQueryThread;
public
  procedure Execute; override; //so ähnlich zumindest
  constructor Create;
  destructor Destroy; override;
end;
[...]

constructor TQueryThread.Create;
begin
  QT := TQueryThread.Create(true); // suspended
end;

destructor TQueryThread.Destroy;
begin
  QT.Free;
end;

procedure TQueryThread.Execute;
begin
  InternalTCP.Query;
end;

procedure TOwnTCPClient.DoQuery;
begin
  QT.Resume;
end;