Yes, the error message is different if the SkipLibraryVersio is selected as true, then the message is "MySQL56Connection1 : Server connect failed", and in the case of if false, the message is " MySQL56Connection1 can not work with the installed MySQL client version Expected (5.6) got (5.7.17)".
I have downloaded "Windows (x86,32 & 64-bit), MySQL Installer MSI" at the following adress,
https://dev.mysql.com/downloads/mysql/ both 32-bit and 64-bit zip that I have then unzipped, and after that copied libmysql.dll to both the Lazarus directory and the Windows System32 32-bit version, or the Lazarus directory and Windows SysWOW64 64-bit version. I have used Windows 10.