type
  TStatusWindow = class(TForm2)
  public
    StatusWindowName: string;
    ClientSocket: TClientSocket;
  end;
  TChannelWindow = class(TForm3)
  public
    ChannelWindowName: string;
  end;
  TServ = record
     StatusWindow: TStatusWindow;
     ChannelWindow: Array of TChannelWindow;
  end;

...

var
  Serv: Array of TServ;

procedure Connect;
begin
  if Form4.CheckBox1.Checked then
  begin
    SetLength(Serv, length(Serv)+1);
    with Serv[High(Serv)] do
    begin
      StatusWindow.Create(Form1); ////// hier der fehler
      StatusWindow.ClientSocket.Create(StatusWindow);
    end;
  end;
end;