Create_AddSpan: function(aFile: String; aList: String; aThread: Boolean; aBar: TProgressBar; Terminate: TTerminate; var aSql: OleVariant): Integer; stdcall;

@Create_AddSpan:=nil;
LibHandle := LoadLibrary('MyLibrary.dll');
if LibHandle >= 32 then begin
  @Create_AddSpan:=GetProcAddress(LibHandle,'Create_AddSpan');
  if @Create_AddSpan<>nil then Create_AddSpan(aFile,aList,True,pbMain,TerminateThread,ovSql);
end;
FreeLibrary(LibHandle); //если поток уничтожать нельзя

unit AddSpan;

type
  POleVariant = ^OleVariant;
  TAddSpan    = class;
  TExecute    = procedure of object;
  TTerminate  = procedure(Sender: TObject) of object;


  TAddExec = class(TThread)
  private
    ParentExecute: TExecute;
    AddTerminate:  TTerminate;
   protected
    //
  public
    HandleParent: TAddSpan;
    constructor   Create(aHandleParent: TAddSpan; aExecute: TExecute; aTerminate: TTerminate);
    procedure     Execute; override;
    procedure     TerminateThread(Sender: TObject);
  published
    //
  end;

  TAddSpan = class(TObject)
  private
    thExec:   TAddExec;
    mtExit:   TTerminate;
    pSql:     POleVariant;
 protected
    //
 public
    SQL:        String;
    constructor Create(aFile: String; aBars: TProgressBar; Terminate: TTerminate; var aSql: OleVariant); virtual;
    procedure   Execute;
    procedure   ExecuteThread;
  published
    //
  end;

implementation

  function Create_AddSpan(aFile: String; aList: String; aThread: Boolean; aBar: TProgressBar; Terminate: TTerminate; var aSql: OleVariant): Integer;
  var A: TAddSpan;

      I: Integer;
      L: Boolean;
      S,List: String;

  begin
    A:=TAddSpan.Create(aFile,aBar,Terminate,aSql);
    .........................
    if aThread then A.ExecuteThread else A.Execute;

    //если поток уничтожать нельзя - 3-и строки это ошибка
    aSql:=OleVariant(A.sSql);
    A.Free;
    A:=Nil;
  end;

  constructor TAddExec.Create(aHandleParent: TAddSpan; aExecute: TExecute; aTerminate: TTerminate);
  begin
    Inherited Create(True);
    HandleParent   :=aHandleParent;
    ParentExecute  :=aExecute;
    AddTerminate   :=aTerminate;
    FreeOnTerminate:=True;
    OnTerminate    :=TerminateThread;
  end;

  procedure TAddExec.TerminateThread(Sender: TObject);
  begin
    HandleParent.pSql^:=OleVariant(HandleParent.SQL);
    HandleParent.Free;
    HandleParent:=Nil;
    AddTerminate(Sender);
  end;

  procedure TAddExec.Execute;
  begin
    ParentExecute;
  end;

  constructor TAddSpan.Create(aFile: String; aBars: TProgressBar; Terminate: TTerminate; var aSql: OleVariant);
  var I: Integer;
      S: TArrayStr;
      Sect,Note: String;
  begin
    Inherited Create;
    .........................
    mtExit:=Terminate;
    pSql:=@aSql;
  end;

  destructor TAddSpan.Destroy;
  begin
    .................
    inherited;
  end;

  procedure TAddSpan.Execute;
  var I: Integer;
      L: Boolean;

  begin
    CoInitialize(nil);
    try
      SQL:='значение этой переменной нужно вернуть';
    ................................
    end;
    CoUninitialize;
  end;

  procedure TAddSpan.ExecuteThread;
  begin
    thExec:=TAddExec.Create(Self,Self.Execute,Self.mtExit);
    thExec.Resume;
  end;

end.

 procedure TAddExec.TerminateThread(Sender: TObject);
  begin
    HandleParent.pSql^:=OleVariant(HandleParent.SQL);
    HandleParent.Free;
    HandleParent:=Nil;
    AddTerminate(Sender); - это процедура основной формы, которая обновить 'дерево" штатки
  end;

function Create_AddSpan(aFile: String; aList: String; aThread: Boolean; aBar: TProgressBar; Terminate: TTerminate; var aSql: OleVariant): Integer;
  var A: TAddSpan;

      I: Integer;
      L: Boolean;
      S,List: String;

  begin
    A:=TAddSpan.Create(aFile,aBar,Terminate,aSql);
    .........................
    if aThread then begin 
      A.ExecuteThread; 
      A.WaitFor; //Надо ждать результат 
    end else A.Execute;

    //если поток уничтожать нельзя - 3-и строки это ошибка
    aSql:=OleVariant(A.sSql); //??? В A - это результат?
    A.Free;
    A:=Nil;
  end;