Thats strange

If
MagSetImageScalingCallback
returns
true
, the callback should at least get invoked. I'm trying out the C++ example now. Could you upload your complete Delphi project files as well?
Edit:
C++ example does not work for me (Windows 10 64-bit Build 1709).
MagSetWindowSource
raises an
access violation in `Magnification.dll`. It does not crash, if I remove the call to
MagSetImageScalingCallback
, tho.
I guess MSDN is correct about the deprecation 
Never mind, the callback is getting invoked, but something inside the callback crashes the example for some reason.
Edit2:
Wow, the author of the C++ example forgot about the
stdcall
as well

It seems to work now.