Have you tried on Form1.Create Event? Does it require it to be created as in "Chromium.Create"?
try this
var
frame: ICefFrame;
source: ustring;
begin
if Chromium.Browser = nil then
showmessage('Not created');
frame := Chromium.Browser.MainFrame;
source := '<html>erg</html>';
frame.LoadString(source, '');
end;