Header Text, group header text, do not display some languages characters like Chinese, Thai, etc.
The root reason for this is the fact that the Skia APIs used to draw the text does not support automatic character fallback.
Workaround:
for header text:
<telerik:DataGridTextColumn.HeaderContentTemplate>
<DataTemplate>
<Label Text="your text"></Label>
</DataTemplate>
</telerik:DataGridTextColumn.HeaderContentTemplate>
group header text
<telerik:RadDataGrid.GroupHeaderTemplate>
<DataTemplate>
<Label Text="{Binding Group.Key}"/>
</DataTemplate>
</telerik:RadDataGrid.GroupHeaderTemplate>
column:
<telerik:DataGridTextColumn HeaderText="Name" >
<telerik:DataGridTextColumn.CellContentTemplate>
<DataTemplate>
<Label Text="{Binding Name}"/>
</DataTemplate>
</telerik:DataGridTextColumn.CellContentTemplate>
</telerik:DataGridTextColumn>