TcxDBDataProvider = class(TcxCustomDataProvider)
  private
    FDataLink: TcxDBDataLink;
  protected
    property DataLink: TcxDBDataLink read FDataLink;
  end;

TcxDBDataLinkEx = class(TcxDBDataLink)
  protected
    procedure ActiveChanged; override;
    procedure DataEvent(Event: TDataEvent; Info: TdxNativeInt); override;
  end;

  TcxDBDataProviderEx = class(TcxDBDataProvider)
  private
    procedure ReplaceDataLink;
  protected
    procedure ActiveChanged(AActive: Boolean); override;
  public
    constructor Create(ADataController: TcxCustomDataController); override;
  end;


implementation


constructor TcxDBDataProviderEx.Create(ADataController: TcxCustomDataController);
begin
  inherited Create(ADataController);
  // DataLink пока не чему не прицеплен. Можно подменить
  ReplaceDataLink;
end;

procedure TcxDBDataProviderEx.ReplaceDataLink;
type
  PObject = ^TObject;
var
  P: PObject;
begin
  P := @DataLink;
  P^.Free;
  P^ := TcxDBDataLinkEx.Create(Self); // новым типом
  if not(DataLink is TcxDBDataLinkEx) then
    raise Exception.Create('not(DataLink is TcxDBDataLinkEx)');
end;