The problem depends on:
Your XE (you did not specify number; there are more than ten, including subversions)
Your Indy. According to the documentation, it seems, that Indy shipped with XE4 and later should support TLS 1.2. However, documentation often is not exact, especially in case of Indy.
Maybe, even OpenSSL version coming with Indy.
If you need only a working executable, I should recompile your source in latest Delphi XE 10.2 - and it probably will work.
If you need also possibility to recompile it in your environment, then probably I should write instructions about Indy updating. And probably it will work with updated Indy. The complexity may be different. Some Indy updates are simple, but some revolutionary change whole component system.
Note. I see your message, but I cannot reply to it. Probably, something wrong in your settings.