To reproduce: use the following code snippet, save the layout and load it afterwards. You will notice that only the master and the first child template are successfully loaded.

public Form1()
{
    InitializeComponent();
    DataTable dt = new DataTable();
    dt.Columns.Add("Id", typeof(int));
    dt.Columns.Add("Name", typeof(string));
    for (int i = 0; i < 5; i++)
    {
        dt.Rows.Add(i, "Parent" + i);
    }

    this.radGridView1.MasterTemplate.DataSource = dt;
    this.radGridView1.MasterTemplate.AutoSizeColumnsMode = Telerik.WinControls.UI.GridViewAutoSizeColumnsMode.Fill;

    //child level 1
    GridViewTemplate template = new GridViewTemplate();
    template.DataSource = GetData(5, 20, 0, 5);
    template.AutoSizeColumnsMode = GridViewAutoSizeColumnsMode.Fill;
    radGridView1.MasterTemplate.Templates.Add(template);

    GridViewRelation relation = new GridViewRelation(radGridView1.MasterTemplate);
    relation.ChildTemplate = template;
    relation.RelationName = "ParentChild";
    relation.ParentColumnNames.Add("Id");
    relation.ChildColumnNames.Add("ParentId");
    radGridView1.Relations.Add(relation);

    //child level 2
    GridViewTemplate template2 = new GridViewTemplate();
    template2.DataSource = GetData(20, 40, 5, 20);
    template2.AutoSizeColumnsMode = GridViewAutoSizeColumnsMode.Fill;
    template.Templates.Add(template2);

    GridViewRelation relation2 = new GridViewRelation(template);
    relation2.ChildTemplate = template2;
    relation2.RelationName = "ParentChild";
    relation2.ParentColumnNames.Add("Id");
    relation2.ChildColumnNames.Add("ParentId");
    radGridView1.Relations.Add(relation2);

    //child level 3
    GridViewTemplate template3 = new GridViewTemplate();
    template3.DataSource = GetData(40, 100, 20, 40);
    template3.AutoSizeColumnsMode = GridViewAutoSizeColumnsMode.Fill;
    template2.Templates.Add(template3);

    GridViewRelation relation3 = new GridViewRelation(template2);
    relation3.ChildTemplate = template3;
    relation3.RelationName = "ParentChild";
    relation3.ParentColumnNames.Add("Id");
    relation3.ChildColumnNames.Add("ParentId");
    radGridView1.Relations.Add(relation3);

    //child level 4
    GridViewTemplate template4 = new GridViewTemplate();
    template4.DataSource = GetData(100, 200, 40, 100);
    template4.AutoSizeColumnsMode = GridViewAutoSizeColumnsMode.Fill;
    template3.Templates.Add(template4);

    GridViewRelation relation4 = new GridViewRelation(template3);
    relation4.ChildTemplate = template4;
    relation4.RelationName = "ParentChild";
    relation4.ParentColumnNames.Add("Id");
    relation4.ChildColumnNames.Add("ParentId");
    radGridView1.Relations.Add(relation4);
}

private object GetData(int from, int to, int parentFrom, int parentTo)
{
    DataTable dt = new DataTable();
    dt.Columns.Add("Id", typeof(int));
    dt.Columns.Add("Name", typeof(string));  
    dt.Columns.Add("ParentId", typeof(int));
    Random rand = new Random();
    for (int i = from; i < to; i++)
    {
        dt.Rows.Add(i, "Child" + i, rand.Next(parentFrom, parentTo));
    }
    return dt;
}

private void radButton1_Click(object sender, EventArgs e)
{
    string s = "default.xml";
    SaveFileDialog dialog = new SaveFileDialog();
    dialog.Filter = "xml files (*.xml)|*.xml|All files (*.*)|*.*";
    dialog.Title = "Select a xml file";
    if (dialog.ShowDialog() == DialogResult.OK)
    {
        s = dialog.FileName;
    }
    this.radGridView1.SaveLayout(s);
}

private void radButton2_Click(object sender, EventArgs e)
{
    string s = "default.xml";
    OpenFileDialog dialog = new OpenFileDialog();
    dialog.Filter = "xml files (*.xml)|*.xml|All files (*.*)|*.*";
    dialog.Title = "Select a xml file";
    if (dialog.ShowDialog() == DialogResult.OK)
    {
        s = dialog.FileName;
    }
    this.radGridView1.LoadLayout(s);
}


Workaround: grid templates for the inner levels are recreated after loading the layout. Their DataSource is null and the existing relations points to the old templates. Clear the relations and setup them again with the new  child template instances.