TCsThread = class(TThread)
  private
    Cs: TClientSocket;
    FHost: string;
    FIPort: Integer;
  protected
    procedure Execute; override;
  public
    constructor Create(CreateSuspended: Boolean);
    property Host: String read FHost write FHost;
    property Port: Integer read FIPort write FIPort;
  end;
constructor TCsThread.Create;
begin
  inherited Create(True);
  Cs := TClientSocket.Create(nil);
  cs.OnRead:=OnClientRead;
  cs.OnDisconnect:=OnDiscon;
end;

procedure TCsThread.Execute;
begin
  cs.Host:=Host;
  cs.Port:=Port;
  Cs.Active:=true;//bis hierhin läuft alles super! Aber der möchte anscheinend einfach nicht connecten!
end;

procedure TForm1.Button1Click(Sender: TObject);
var
  cs:TCsThread;
begin
  Cs:=TCsThread.Create(true);
  Cs.host:='127.0.0.1';
  Cs.port:=1000;
  cs.FreeOnTerminate:=true;
  cs.Resume;
end;