Run command below before you run your container
xhost local:root

The above command allows root user to temporaly access X session of the current user

In order to run Lazarus IDE inside docker, it's possible to set parameters in two different ways:

docker run --rm -it -e DISPLAY=$DISPLAY -v /tmp/.X11-unix:/tmp/.X11-unix --privileged glaucosginez/lazarus startlazarus
The problem in above command is the use o --privileged option, this option tell to docker that he grant access to host devices to the container

docker run --rm -it -e DISPLAY=$DISPLAY -v /tmp/.X11-unix:/tmp/.X11-unix --security-opt seccomp=unconfined glaucosginez/lazarus startlazarus

The above command is better than first because it uses --security-opt seccomp=unconfined instead --privileged

The --privileged or --security-opt seccomp=unconfined are required for the gdb debugger ro run correctly

References:

https://stackoverflow.com/questions/34856092/gdb-does-not-hit-any-breakpoints-when-i-run-it-from-inside-docker-container
jessfraz/dockerfiles#4
https://wiki.archlinux.org/index.php/Running_GUI_applications_as_root
https://blog.selectel.com/containers-security-seccomp/
https://www.edivaldobrito.com.br/como-instalar-ide-lazarus-1-2-4-ubuntu/
http://fabiorehm.com/blog/2014/09/11/running-gui-apps-with-docker/