To reproduce:

Add a RadDock to a form and a ToolWindow and set the ToolCaptionButtons to None. Now start the application and you will see that until you focus the ToolWindow, the buttons will be visible.

Workaround:

Set the ToolCaptionButtons property when the form loads:

void CadHandler_Load(object sender, EventArgs e)
{
    foreach (DockWindow window in this.radDock1.DockWindows)
    {
        window.ToolCaptionButtons = ToolStripCaptionButtons.None;
    }
}