type
  TMyThread = class(TThread)
  private
    FEvents: array[0..1] of THandle;
    function GetEvent(Index: Integer): THandle; // Result := FEvent[Index];
  protected
    procedure Execute; override;
  public
    constructor Create(..params);
    destructor Destroy; override;

    property EventTerminate: THandle index 0 read GetEvent;
    property EventWorking: THandle index 1 read GetEvent;
  end;

procedure TMyThread.Execute;
begin
  try
    while not Terminated do
      case WaitForMultipleObjects(@FEvents, 2, .....) of
        WAIT_OBJECT_0 +0:
          Break;
        WAIT_OBJECT_0 +1:
          // ... mache sonstwas;
      else
        raise Exception.Create('ungültiges Resultat in Wait');
      end;
  except
// ...alle Exceptions hier behandeln
  end;
end;