type
  TMyNames = record
    Short: ShortString;
    Name: ShortString;

    class function Create(const AShort: ShortString; const AName: ShortString): TMyNames; static;
  end;

type
  TMyNamesComparer = class(TEqualityComparer<TMyNames>)
    function Equals(const Left, Right: TMyNames): Boolean; override;
    function GetHashCode(const Value: TMyNames): Integer; override;
  end;

function TMyNamesComparer.Equals(const Left, Right: TMyNames): Boolean;
begin
  Result := (Left.Short = Right.Short) and (Left.Name = Right.Name);
end;

function TMyNamesComparer.GetHashCode(const Value: TMyNames): Integer;
begin
  Result := 0;
  Result := BobJenkinsHash(Value.Short[1], Length(Value.Short) * SizeOf(Char), Result);
  Result := BobJenkinsHash(Value.Name[1], Length(Value.Name) * SizeOf(Char), Result);
end;

//тестирую так:
var
  My1,My2: TMyNames;
begin
  MyTest := TDictionary<TMyNames,Integer>.Create;
  My1 := TMyNames.Create('TEST', 'KOSTYA');
  MyTest.Add(My1, 1);
  My2 := TMyNames.Create('TEST', 'KOSTYA');
  MyTest.Add(My2, 1);

  if MyTest.ContainsKey(TMyNames.Create('TEST', 'KOSTYA')) then MessageDlg('', mtWarning, [mbok], 0);

//нет, и ключ создается второй раз, и warning не появляется