It seems to me you are confusing function types and definitions. You can create type for methods and functions, and you use them every day in Delphi, such as TNotifyEvent, which is the type of methods that is called on most operations with user controls. Such types allow you to define functions corresponding with a certain header (i.e. expected parameters and return value).
A whole different issue is function pointers - a pointer to a specific instance of a function, so that you can "call" the pointer and it will invoke the function. The pointer may be of a function of a certain type (as described above), but the two issues have practically nothing to do with one another.
A third totally unrelated thing is a call-stack of functions. The Exit, as mentioned by Tobias, is a reserved compiler directive and not a function per se.
To conclude, for all practical purposes what you want to achieve is not right and is not possible. You may be able to "cheat" Delphi into accepting something like that, but it would just be wrong IMHO.