[NumLock]

в MSDN про это написано:

Read-only or disabled edit controls do not send the WM_CTLCOLOREDIT message; instead, they send the WM_CTLCOLORSTATIC message.

т.е. дополняем так:

Код:

    procedure WMCTLCOLORSTATIC(var Msg: TMessage); message WM_CTLCOLORSTATIC;

procedure TForm1.WMCTLCOLORSTATIC(var Msg: TMessage);
begin
  if HWND(Msg.LParam)=AWnd then
  begin
    Msg.Result:=ABrush;
    SetTextColor(Msg.WParam, $ffff);
    SetBkMode(Msg.WParam, TRANSPARENT);
  end else inherited;
end;