uses JclDebug, JclHookExcept;

...

procedure WriteDebugLog(ExceptObj: TObject; ExceptAddr: Pointer; OSException: Boolean);
var
  ErrorMessage, FileName: String;
  X: Integer;
  FS: TFileStream;
begin
  try
    ErrorMessage := 'An exception raised at ' + DateTimeToStr(Now) + #13#10 +
                    Exception(ExceptObj).Message + #13#10 +
                    GetLocationInfoStr(ExceptAddr, True, True, True, True) + #13#10 +
                    #13#10 +
                    'Call stack:'#13#10;
    if JclLastExceptStackList = nil then
      ErrorMessage := ErrorMessage + '  [NOT AVAILABLE]'#13#10
    else
      for X := 0 to JclLastExceptStackList.Count - 1 do
        ErrorMessage := ErrorMessage + '  ' + GetLocationInfoStr(JclLastExceptStackList.Items[X].CallerAdr, True, True, True, True) + #13#10;
    ErrorMessage := ErrorMessage + #13#10;
    FileName := ChangeFileExt(Application.ExeName, '.log');
    if FileExists(FileName) then
      FS := TFileStream.Create(FileName, fmOpenReadWrite, fmShareExclusive)
    else
      FS := TFileStream.Create(FileName, fmCreate, fmShareExclusive);
    try
      FS.Position := FS.Size;
      FS.WriteBuffer(ErrorMessage[1], Length(ErrorMessage));
    finally
      FreeAndNil(FS);
    end;
  except
  end;
end;

initialization
  JclDebug.JclStackTrackingOptions := [stStack]; // обычный режим
//  JclDebug.JclStackTrackingOptions := [stStack, stRawMode]; // более подробный режим
  JclAddExceptNotifier(WriteDebugLog, npNormal);
  JclStartExceptionTracking;
  JclTrackExceptionsFromLibraries;

finalization
  JclStopExceptionTracking;

end.

ShowMessage('1');
IniSet := IniFile.Create(ExtractFilePath(Application.ExeName)+'Engineering.ini');
ShowMessage('2');
BaseName := IniSet.ReadString('Base', 'BaseName', cEmpty);
ShowMessage('3');
if BaseName=cEmpty then  MsgBox('Ошибка', 'тест', mb_IconError + mb_OkCancel);
ShowMessage('4');

if not FileExists(ExtractFilePath(Application.ExeName)+'Engineering.ini')  then
  begin
  CreateNewFile(ExtractFilePath(Application.ExeName)+'Engineering.ini');
end;

if FileExists(ExtractFilePath(Application.ExeName)+'Engineering.ini')  then
  begin
  //окно тестовое или еще какая сигналка
end;

procedure CreateNewFile(aPath : string);
Var
  Stream : TFileStream;
begin
  Stream := Nil;
  try
    Stream := TFileStream.Create(aPath, fmCreate);
  finally
    Stream.Free;
  end;
end;