We are using the latest version (5.4.0) of the "Classic" SASS theme for Kendo UI and override several scss variables to adapt the grid's look&feel to our requirements. One thing we did was setting $grid-header-padding-x and $grid-header-padding-y to 2px each.
If the content of the grid header is long enough to be truncated, sorting indicators etc. are partially moved out of the cell.
Since I cannot modify scss variables in DOJOs, I have tried to apply CSS styles to simulate the behavior: https://dojo.telerik.com/EMOYUREh.
As you can see, the th element applies some padding that .k-cell-inner removes again. On the right side, however, the negative margin is bigger than the padding added by the th element which causes the content to move out of the cell.