Delphi. How to call an event with CM_MOUSEENTER from an event with message CM_MOUSEENTER?

Question

Delphi

There are 2 components - DBGrid and Panel.
On top of the DBGrid there is a Panel c Visible:=false;
When you hover over the DBGrid Panel appears.
Now we need to remove it when the mouse cursor moves away from the DBGrid.
I use CM_MOUSELEAVE, get the LParam, compare it with the handler DBGrid and remove the panel.
But!
Because the panel is already another object, then when the mouse moves to the panel, it disappears, although the mouse cursor is actually still within the boundaries of the DBgrid.
How to prevent the disappearance of the panel in CM_MOUSELEAVE when switching to it?
I thought to check CM_MOUSEENTER right there, but did not understand how to call from an event with CM_MOUSEELAVE.