I can use TstDSSKey to generate a key pair.  I can use the component to save private key to 'PKCS8-Encrypted-DSS' format.  However, I can't use it to save the match public key to stream:

var M: TStream;
    s: TstDSSKey;
    lPrivateKey: iDLPrivateKey;
begin
  lPrivateKey := ...;

  M := TMemoryStream.Create;
  s := TstDSSKey.Create(nil);
  s.SetPrivateKey(lPrivateKey);
  s.PublicKeyFormat.SelectedOptionNames := 'DSS-XmlString-Public';     
  s.SavePublicKeyToStream(M, IUnknown);  // Prompt interface not supported
end;

I try format "PUBLICKEYBLOB-DSS" too, and it has same problem.

Have you added the required units for the key format? In this case it is StreamSec.DSI.NETFormat.