+3  A: 

I'm rusty on Delphi, but I think you may need an "override" on your constructor declaration.

MarkusQ
Exactly. More generally, the advice is to never ignore a compiler warning, such as the one about a non-virtual method hiding a virtual method by the same name.
Rob Kennedy
Excellent point on that compiling warning. For whatever (stupid) reason, I had the messages window closing except on compile failures. Noted for future reference. : )
Jamo
+10  A: 

You need to override your constructor, and then call inherited as the /first/ thing in that constructor.

  public
    constructor Create(AOwner: TComponent); override;



constructor TcmTPCustomDataConnector.Create(AOwner: TComponent);
begin
  inherited Create(AOwner); // TODO : check duplicate
  ShowMessage('TcmTPCustomDataConnector.Create entered.');
  FObservingDataPanels := TList.Create();
end;
Nick Hodges
That did it! : ) Thanks Nick! (Great to see you watching and contributing here, too, FWIW).
Jamo