The documentation is recommended to use SetScrollInforather than SetScrollRangeand SetScrollPos.
As the Wouter answer indicates, you also need to set the page size. The position and range indicate the OS where the center of the thumb is, but the page size tells which part of the range is visible, and that is what determines the size of the thumb. For this you need to use SetScrollInfo; as a bonus, it allows you to immediately set the position, range and page size.
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, , TScrollingWinControl TControlScrollBar .