In VCL, I could load a font from resource and without saving it I could use it from memory.
Here is the code I use and it works in VCL:
This may or may not help.
Disclaimer
This requires extra researching that I have not gotten around to yet, but I believe this to be a good starting point.
Link for the MSDN page :- Custom Font Collections
You need to use the WinAPI.D2D1 unit (you may need FMX.TextLayout and FMX.Canvas.D2D as well) to gain access to the DirectWrite API. You can use this to get at the DirectWrite factories which will allow you to define and load a font from disk.
Once you have the font loaded AFAIK it should then be available to the entire application and hopefully all of the firemonkey controls. Its entirely possible that firemonkey only enumerates fonts at application load though, so this may all be for naught.
As I said, this requires research that I have not gotten to yet, so may only work if you are also custom painting your control (which I will be) and might not be suitable as a result.