Noting the comments above, if I'm asking the user a question that needs an answer, I want a question mark. My fix is to create a descendant of TTaskDialog, put the question mark in a resource file and load it immediately after creating the dialog
CustomMainIcon.LoadFromResourceName(HInstance, 'QUESTION_BLUE');
Flags := Flags + [tfUseHIconMain];
See https://docwiki.embarcadero.com/Libraries/Sydney/en/Vcl.Dialogs.TTaskDialog.CustomMainIcon
Tony Bryer, Greentram Software Pty Ltd