sample.xml

<?xml version="1.0" ?>
<configuration>
  <appSettings>
    <add key="AAA">
      <sets>
        <add key="AAA_1" value="値1" />
        <add key="AAA_2" value="値2" />
        <add key="AAA_3" value="値3" />
      </sets>
    </add>
    <add key="BBB">
      <sets>
        <add key="BBB_1" value="名前1" />
        <add key="BBB_2" value="名前2" />
        <add key="BBB_3" value="名前3" />
      </sets>
    </add>
  </appSettings>
</configuration>

test.pas

procedure ReadXml(const filePath: string);
const
  xpath_1 = '/configuration/appSettings/add[@key="AAA"]/sets/*';
  xpath_2 = '/configuration/appSettings/add';
var
  selector: IDOMNodeSelect;
  node: IDOMNodeList;
begin
  Supports(LoadXMLDocument(filePath).DOMDocument, IDOMNodeSelect, selector);
  
  nodes := selector.selectNodes(xpath_1); 
  
  Assert(nodes.Length > 0); // これは通る
  
  node = selector.selectNode(xpath_2);
  
  Supports(node, IDOMNodeSelect, selector);
  
  nodes = selector.SelectNodes('./sets/*');
  
  Assert(nodes.Length > 0); // これは失敗する
  
  nodes = selector.SelectNodes('child::sets/*');
  
  Assert(Assigned(nodes)); // これは失敗する
end;