Dynamically changing the Header of a RadDataGrid column is clearing the header visual's content. This means that you no longer see the header. To reproduce this the SizeMode of the column should be set to Fixed.
To work this around, instead of changing the Header of the column, you can assign the Header initially to a visual element - like TextBox - and change its content (like the Text property). Or alternatively, avoid the Fixed SizeMode.
The field filters in the DataGridNumericalFilterControl of DataGridNumericalColumn are using RadNumericBox controls for the input visuals. By default RadNumericBox is limited to values between 0 and 100, which means you cannot enter values outside of this range.
To work this around, you can re-template the DataGridNumericalFilterControl in order to set the Minimum and Maximum properties of the RadNumericBox element to NaN.
<Application
x:Class="App3.App"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:local="using:App3" xmlns:telerikDataGrid="using:Telerik.UI.Xaml.Controls.Grid.Primitives" xmlns:telerikInput="using:Telerik.UI.Xaml.Controls.Input">
<Application.Resources>
<ResourceDictionary>
<ResourceDictionary.MergedDictionaries>
<XamlControlsResources xmlns="using:Microsoft.UI.Xaml.Controls" />
<ResourceDictionary Source="ms-appx:///Telerik.WinUI.Controls/Themes/Generic.xaml"/>
</ResourceDictionary.MergedDictionaries>
<Style TargetType="telerikDataGrid:DataGridNumericalFilterControl">
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="telerikDataGrid:DataGridNumericalFilterControl">
<Grid>
<Grid.RowDefinitions>
<RowDefinition Height="Auto"/>
<RowDefinition Height="Auto"/>
</Grid.RowDefinitions>
<ComboBox x:Name="PART_OperatorCombo"
HorizontalAlignment="Stretch"
ItemsSource="{Binding OperatorsList}"
SelectedItem="{Binding FilterDescriptor.Operator, Mode=TwoWay, Converter={StaticResource FilterOperatorConverter}}"
DisplayMemberPath="DisplayText">
</ComboBox>
<telerikInput:RadNumericBox x:Name="PART_ValueBox"
Minimum="NaN"
Maximum="NaN"
HorizontalAlignment="Stretch"
Value="{Binding FilterDescriptor.Value, Mode=TwoWay}"
Grid.Row="1" Margin="0 10 0 0"/>
</Grid>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>
</ResourceDictionary>
</Application.Resources>
</Application>
This is the same feature as the "FilterRow" FilteringMode setting of RadGridView for WPF.
Then all other columns being hidden before maximization are still invisible.
Workaround: Set width of the DataGrid.
This should allow you to enable filtering also in the DataGridTemplateColumn.