(Note that the madExcept idea is equivalent in that it might also give you a stack traceback to help you find what code is crashing, but in case it doesn't this technique is also valuable to know about.)
It is possible to configure Delphi to debug itself. You launch a second copy of Delphi, and you might be able to see where in your code, and the only reasonable thing I can assume is that suddenly there is a problem with the code of the third party library components. To locate the source and line number of that crash, the Delphi debugger itself may be of some use.
Simply launch the third party component with Delphi.exe as the host executable (for Delphi 6 and 7), or bds.exe (for more recent Delphi versions). (In the IDE using Run Parameters, in the Host Application, put delphi.exe or bds.exe)
Then once you've located the source of the exception and fixed the code and recompiled the component packages containing that code, your problem may be solved.