...
type
  TMyDataArr = array of string;
...
function Test(s: string): TMyDataArr;
var
  i, L: Integer;
  Cut: string;
begin
  SetLength(Result, 0);
  Cut := '';
 
  for i := 1 to Length(s) do
  begin
    if s[i] in ['@', '#', '$', '%', '&'] then
    begin
      L := Length(Result);
      SetLength(Result, L + 1);
      Result[L] := Cut;
      Cut := '';
    end
    else Cut := Cut + s[i];
  end;
end;

procedure TForm1.Button1Click(Sender: TObject);
var
  Answer: array of string;
  i: Integer;
begin
  SetLength(Answer, 2);
  Answer := Test('000@001#002$003%0&'); // Incompatible types
end;