Thank you for your efforts.

FYI

I also found this example and build my workaround for this with the help of Stack overflow ( How do I build a DataTemplate in c# code? ). I need it for a behavior with code behind:

var style = new Style(typeof(RadDesktopAlert));

DataTemplate alertDataTemplate = new DataTemplate {DataType = typeof(RadDesktopAlert)};

//set up the stack panel
FrameworkElementFactory spFactory = new FrameworkElementFactory(typeof(StackPanel));
spFactory.SetValue(StackPanel.OrientationProperty, Orientation.Vertical);

//set up the card holder textblock
FrameworkElementFactory cardHolder = new FrameworkElementFactory(typeof(TextBlock));
cardHolder.SetBinding(TextBlock.TextProperty, new Binding("")); // empty Binding = Content
spFactory.AppendChild(cardHolder);

//set up the stack panel
FrameworkElementFactory buttonSpFactory = new FrameworkElementFactory(typeof(StackPanel));
buttonSpFactory.SetValue(StackPanel.OrientationProperty, Orientation.Horizontal);
spFactory.AppendChild(buttonSpFactory);

//set up the notes textblock
FrameworkElementFactory buttonIsin = new FrameworkElementFactory(typeof(RadButton));
buttonIsin.SetValue(RadButton.CommandProperty, _adoptAllCommand);
buttonIsin.SetValue(RadButton.ContentProperty, "All");
buttonSpFactory.AppendChild(buttonIsin);

FrameworkElementFactory buttonAll = new FrameworkElementFactory(typeof(RadButton));
buttonAll.SetValue(RadButton.CommandProperty, _adoptIsinCommand);
buttonAll.SetValue(RadButton.ContentProperty, "Same ISIN");
buttonSpFactory.AppendChild(buttonAll);

//set the visual tree of the data template
alertDataTemplate.VisualTree = spFactory;

//set the item template to be our shiny new data template
style.Setters.Add(new Setter(RadDesktopAlert.ContentTemplateProperty, alertDataTemplate));

var alert = new DesktopAlertParameters
{
    Header = "Take over values",
    Content = "Change " + (e.Cell.Column.Header is string ? e.Cell.Column.Header : e.Cell.Column.UniqueName) + " to " + newVal + "?",
    DesktopAlertStyle = style,
};