Ha Resolvi o problema desa forma
FACBrMDFe.WebServices.Consulta.MDFeChave := FMDfeModel.ChvMdfe;
FACBrMDFe.WebServices.Consulta.Executar;
ACBrUtil.WriteToTXT(SysTempDir + 'temp.xml', ACBrUtil.ConverteXMLtoUTF8(FACBrMDFe.WebServices.Consulta.RetornoWS), False, False);
LXMLDocument.LoadFromFile(SysTempDir + 'temp.xml');
Self.PercorrerXML(LXMLDocument.DocumentElement);
procedure TForm1.PercorrerXML(const AXMLDocument: IXMLNode);
var
LIndexPrincipal, LIndexProcEventoMDFe, LIndexEventoMDFe: Integer;
LNodeProcEvento, LNodeEventoMDFe, LNode: IXMLNode;
LNodeNameProcEventoMDFe, LNodeName: String;
begin
if AXMLDocument <> nil then
begin
if AXMLDocument.HasChildNodes then
for LIndexPrincipal := 0 to Pred(AXMLDocument.ChildNodes.Count) do
begin
LNodeNameProcEventoMDFe := AXMLDocument.ChildNodes[LIndexPrincipal].NodeName;
if 'procEventoMDFe' = LNodeNameProcEventoMDFe then
begin
LNodeProcEvento := AXMLDocument.ChildNodes[LIndexPrincipal];
LNode := GetNodeXML(LNodeProcEvento, 'retEventoMDFe');
Self.PersistDadosRetornoEvento(LNode);
LNode := GetNodeXML(LNodeProcEvento, 'eventoMDFe');
LNode := GetNodeXML(LNode, 'infEvento');
Self.PersistDetEvento(LNode);
end;
Self.PercorrerXML(AXMLDocument.ChildNodes[LIndexPrincipal]);
end;
end;
end;