procedure TDExport.CreateExportThread(const QuerySQL: string);
var
  LConnection: TFDCustomConnection;
begin
  LConnection := DBTables.fdConnection.CloneConnection; // копия соединения
  LConnection.UpdateTransaction := nil;
  LConnection.Transaction := TFDTransaction.Create(LConnection);
  LConnection.Transaction.Connection := LConnection;
  LConnection.Transaction.Options := DBTables.fdTReadCommited.Options; // копируем параметры транзакции
  FExportThread := TThread.CreateAnonymousThread(
    procedure
    var
      LQuery: TFDQuery;
    begin
      LQuery := TFDQuery.Create(LConnection);
      try
        LQuery.Connection := LConnection;
        LQuery.SQL.Text := QuerySQL;
        LConnection.Connected := True;
        LConnection.StartTransaction;
        LQuery.Active := True;
        while not FExportThread.CheckTerminated do
        begin
          { .... }
        end;
        LConnection.Connected := False;
      finally
        LConnection.Commit;
        LConnection.Free;
      end;
    end);
  FExportThread.FreeOnTerminate := False;
  FExportThread.OnTerminate := ThreadFinished; 
  FExportThread.Start;
end;