How to create your own overlay in other people's windows from a Delphi program (as in the Overwolf program)?

Question

Delphi

Good day.
Maybe someone knows how you can make your own overlay in the manner of the overlay in Overwolf?
I know that in the case of games, you can wedge into DirectX rendering, but Owerwolf does it somehow differently, because it creates an overlay not only in games. I also met mentions of a variant with a modification of the window procedure of the necessary application, but I'm not sure that the antivirus will approve such a solution.
Tried to tritely reassign the owner to the controls, but nothing came of it, as expected - the experimental application simply overwritten the donor controls when redrawing. In games, everything is even sadder - there the window is redrawn several times per second and everything is erased at the moment.
I really hope that I just don’t know something and for this there is a solution not related to alchemy and black magic.
PS: Unfortunately, Overwolf is not at hand now to take screenshots for example, but it creates its own overlay not only in games, but also in other windows (file managers, Skype, etc.).