似乎没有任何简单的答案，但我想出了这个问题的解决方案：

class TMyForm : public TForm
{
  // ...
  bool m_bIgnoreDrag=false;
  // ...
};

void __fastcall TMyForm::DBGrid1MouseMove(TObject *Sender, TShiftState Shift, int X, int Y)
{
    // returns the column/row in the visible grid itself
    // (row 0 is always header 1, is first line after, etc..)
    // unused areas are -1,-1
    TGridCoord coord=DBGrid1->MouseCoord(X, Y);
    if (coord.Y>0) {
        if (!m_bIgnoreDrag) {
            if (DragDetect(DBGrid1->Handle, Point(X,Y))) {
                DBGrid1->BeginDrag(true);
            }
        }
    }
    else m_bIgnoreDrag=GetCapture()!=NULL;

}

void __fastcall TMyForm::DBGrid1MouseUp(TObject *Sender, TMouseButton Button, TShiftState Shift, int X, int Y)
{
    // Handle edge case of no mouse move after drag of non-item to item then click to drag.
    m_bIgnoreDrag=false;
}