Castalia is a free plugin for Delphi since XE7. It uses *.stat files to
save statistics of the IDE usage for each project (compile time, debug
time etc.)
It is safe to delete it, and it is useless to move *.stat files between
developers (each developer has its own IDE statistics).
.DCU (Delphi Compiled Unit) files are binary files that are used between compiling source (text) and linking the executable. They're created by the compiler, joined together in memory, combined with the startup code and put into an actual executable (.EXE/.DLL/.BPL) by the linker