The DataGrid Search As You Type feature provides search text highlighting through the CellContentStyle property of the columns.  

CellContentStyle is taken into account only for the default columns, so when you specify a custom CellContentTemplate or use a TemplateColumn currently the search text highlighting is not applied.   

Provide a style property for the text in grouping panel. Currently you can style the border, background color and change the header text of the panel. For example:

<Style TargetType="telerik:DataGridGroupingPanel">
    <Setter Property="BackgroundColor" Value="Red"/>
    <Setter Property="HeaderText" Value="Hello to group"/>
    <Setter Property="CornerRadius" Value="10"/>
    <Setter Property="BorderThickness" Value="2"/>
    <Setter Property="BorderColor" Value="Blue"/>
</Style>

 Behavior on MacCatalyst:

1. Enter in Edit mode in any cell
2. Press Enter
3.Value is committed, but not moved to the next row

Additional note: The KeyDownCommand execute method does not fire on MacCatalyst when cell is in edit mode and Enter is pressed.

This is how it works on Windows

1. Enter in Edit mode in any cell
2. Press Enter
3. Values is committed and the current cell is moved to the next row cell in edit