Cancel ADO connection attempt to connect?

I have a TADOConnection

thread inside. In case of failure to connect to the database (timeout) when closing the application, the thread persists and it takes a while until the attempt completes before my application can close. I do not want to shorten the connection time of the connection, this is not a problem. Is there a way to forcefully stop trying to connect?

TADOConnection

connects at the start of a thread and automatically reconnects until successful. Then, after closing the application, if the database is not connected, the thread hangs until the connection attempt completes (timed out).

EDIT

This is an example of how the thread works:

procedure TMyThread.Init;
begin
  CoInitialize(nil);
  FDB:= TADOConnection.Create(nil);
  FDB.LoginPrompt:= False;
  FDB.ConnectionTimeout:= 5;
  FDB.ConnectOptions:= coAsyncConnect;
end;

procedure TMyThread.Uninit;
begin
  if FDB.Connected then
    FDB.Connected:= False;
  FDB.Free;
  CoUninitialize;
end;

function TMyThread.Reconnect: Boolean;
begin
  Result:= False;
  if FDB.Connected then
    FDB.Connected:= False;
  FDB.ConnectionString:= FConnectionString;
  try
    FDB.Connected:= True; //How to abort?
    Result:= True;
  except
    on e: exception do begin
      //MessageDlg(e.Message, mtError, [mbOK], 0);
      FDB.Connected:= False;
      Result:= False;
    end;
  end;
end;

procedure TMyThread.Process;
begin
  if Reconnect then begin //Once connected, keep alive in loop
    while FActive do begin
      if Terminated then Break;
      if not Connected then Break;

      //Do Some Database Work

    end;
  end else begin
    //Log connection failure
  end;
end;

procedure TMyThread.Execute;
begin
  while not Terminated do begin
    if FActive then begin
      Init; //CoInitialize, create DB, etc.
      try
        while (FActive) and (not Terminated) do begin
          try
            Process; //Actual processing procedure
          except
            on e: exception do begin
              //Record error to log
            end;
          end;
        end;
      finally
        Uninit; //CoUninitialize, destroy DB, etc.
      end;
    end;
  end;
end;

      

        
        
        
      

    

(Tried to include only something to the question)