function SomeFunction() : string;
begin

  for value :=  0 to length(listOfThings)-1 do
  begin

    Chain := Function1( listOfThings[value] );

    if Evaluate( Chain , Solution) then
      Parameters[value] := Solution
    else
    begin
      Result := 'ERROR';
      exit;
    end;
  end;
end;

function SomeFunction() : string;
begin

  Parallel.ForEach(0, length(listOfThings)-1 ).Execute(

    procedure (const value: integer)
        var Chain : string;
        begin
          Chain := Function1(listOfThings[value]);

        if Evaluate(Chain , Solution) then
          Parameters[value] := Solution
        else
          begin
            Result := 'ERROR';    //Here is where it won't work
            exit;
          end;
        end
  );
end;

var
  cancelToken: IOmniCancellationToken;

cancelToken := CreateOmniCancellationToken;

Parallel.ForEach(...)
    .CancelWith(cancelToken)
    .Execute(...);

cancelToken.Signal;

cancelToken.IsSignaled

function SomeFunction() : string;
var
  cancelToken: IOmniCancellationToken;
  error: TOmniValue;
begin
  cancelToken := CreateOmniCancellationToken;
  error := Parallel.ForEach(0, length(listOfThings)-1 ).
    CancelWith(cancelToken).
    Aggregate('',
      procedure(var aggregate: TOmniValue; const value: TOmniValue)
      var Chain : string;
      begin
        Chain := Function1(listOfThings[value]);

      if Evaluate(Chain , Solution) then
        Parameters[value] := Solution
      else
        begin
          aggregate := 'ERROR';
          cancelToken.signal;
        end;
      end).
  Execute(
    procedure(const value: TOmniValue; var result: TOmniValue)
    begin
      if value <> '' then
        result := value;
    end);

  if error <> '' then
    //something went wrong
end;