Can you explain your problem more clearly? The code below works fine for me, though I'm not sure what you mean by 'copying hex value' so I'm not sure if I tested the right thing.
sColorDialog1.Color := $00FFFFAA;
if sColorDialog1.Execute then
self.Color := sColorDialog1.Color
You may have a string to hex conversion issue and need to look more closely at the value returned by your mask edit.
This code works for me too, but the problem lies somewhere else. In component TsMaskEdit don't work coping data – I mean copying the selected text by “Ctrl+C” or position “Copy” in menu.
If I put a TsMaskEdit and a TsEdit on a form then I can type text in the mask edit and then press CTRL-C to copy and CTRL-V to paste into the edit, and it works fine. Does that work for you? Is it the particular mask that you are using that is causing the problem?