GridDragDropColumn cannot be dragged when added to a dynamically created Grid. The issue can be reproduced with the following code:
override protected void OnInit(EventArgs e)
{
RadGrid gr = new RadGrid();
gr.ID = "testGrid";
gr.AutoGenerateColumns = false;
gr.NeedDataSource += gr_NeedDataSource;
GridDragDropColumn columnDrag = new Telerik.Web.UI.GridDragDropColumn();
columnDrag.HeaderStyle.Width = Unit.Pixel(40);
columnDrag.HeaderText = "Drag";
fileExplorer.Grid.Columns.Add(columnDrag);
//gr.MasterTableView.Columns.Add(columnDrag);
gr.ClientSettings.AllowRowsDragDrop = true;
gr.ClientSettings.Selecting.AllowRowSelect = true;
Page.Controls.Add(gr);
}