Ok, I found this info in a FAQ:
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Q: How can I try to convince a game to work in PAL or NTSC?
A: Connect an Amiga mouse into controller port 2, hold down both mouse
buttons, and press the reset button. You'll be given a boot menu where
you'll be able to choose either PAL or NTSC. If you have a keyboard
then you can press any key to switch the boot menu between PAL and
NTSC so you can see what you're doing.
This is useful for NTSC CD32 owners who want to run games that use the
PAL area of the screen.
Multisystem TVs connected to any video output on or 1084s connected to
the S-Video output will work.
TVs/monitors connected to the CD32 through the French CD32's or SX-1's
or CD32x's or TP9's (see diagram at end of FAQ) RGB connector will also
work fine.
TVs/monitors connected to the CD32 through the composite or S-Video
outputs won't work though. The problem is that the PAL colour signal is
still sent at the NTSC frequency.
Q: Are there any games with NTSC problems?
A: Lock 'n' Load - most of the games (about 80%) are PAL only.
Nick Faldo's Golf doesn't let you see the bottom of the screen, so you
can't even take shots properly because the meters are covered up.
Video Creator has the bottom of the screen missing. Also the animations
become slowly out of sync with the music because of the difference in
speed between NTSC/PAL machines. Almathera MAY work on an NTSC version
of Video Creator - Email them at the address at the end of the FAQ to
convince them.
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So if I use an NTSC CD32 to run PAL games in PAL mode on a PAL TV via RGB/SCART cable, will I have the problem discussed above or I should be ok?