How unlucky one can be, when comes to trial and error I kind of managed to waste quite a lot of time to Thread ID base profiling to work, trivial, but sometimes you just try everything, and all those seem to be wrong. In case of some other also is as dumb is me, here is sample code:

{$IFDEF PROFILEDEBUG}
LProfilingStr : string;
{$ENDIF}
begin
{$IFDEF PROFILEDEBUG}
LProfilingStr := ‘SAMPLING THREAD ‘
+ IntToStr(GetCurrentThreadId) + #0;
OutputDebugString(PChar(@LProfilingStr));
{$ENDIF}

Most likely the #0 is unnecessary, but this is the first version that worked

-TP-