Indeed, it’s a known TODO for AddRenderEvent.
Right now, TShapesRenderer.Render ( link ) just executes all registered “render events” ( Shapes.FRenderEvents.ExecuteAll(PassParams) ) before proceeding to sort and render shapes (Shapes.FCollected.SortBackToFront when PassParams.UsingBlending). We don’t collect information to usefully sort custom rendering routines. I plan to do this, the plan at the bottom of news post you found is still relevant:)
I added this to my TODO, after finishing Delphi+Android/iOS and shadow maps rework. Please bump me, e.g. creating a GitHub issue, if it will take me too long 