As far as I know there is no design-time DirectX component for Lazarus.
For runtime DirectX component, you can try DirectX.lpk (by PilotLogic Software House), which now already converted to Lazarus. You can find it using Online Package Manager.
But maybe you can consider to choose framework that support both DirectX and OpenGL, so you can switch easily, like:
- Andorra 2D
- Platform eXtended Library (Asphyre framework)
- Vampyre Imaging Library