The implemented is very easily:

public class ExtendableLocalDataSourceFieldDescriptionsProvider : LocalDataSourceFieldDescriptionsProvider
{
    protected override ContainerNode GetFieldDescriptionHierarchy(IEnumerable<IPivotFieldInfo> fieldInfos)
    {
        var infos = from info in fieldInfos
                    orderby info.GetDisplayAttribute()?.GetOrder()
                    select info;
        return base.GetFieldDescriptionHierarchy(fieldInfos);
}

We will be glad to get it out of the box for all data providers.

When I use QueryableDataProvider, the DisplayName of the aggregates is "Sum of MyField" etc., instead of the value of 'Pivot_AggregateSum' localization key.

I have Written behavior to auto-format the AggregateDescription.StringFormat.

Now, I need to list all possible AggregateDescription's, with reference to their DLL.
if (e.Description is LocalAggregateDescription)
{
    (e.Description as LocalAggregateDescription).StringFormat = MyStringFormat;
}
else if (e.Description is QueryableAggregateDescription)
{
    (e.Description as QueryableAggregateDescription).StringFormat = MyStringFormat;
}
else if (e.Description is Other_XYZ_AggregateDescription)
{
    (e.Description as Other_XYZ_AggregateDescription).StringFormat = MyStringFormat;
}

But, if IStringFormattableAggregate was public, I would can write it better:
if (e.Description is IStringFormattableAggregate)
{
    (e.Description as IStringFormattableAggregate).StringFormat = MyStringFormat;
}

As you did with PropertyInfoFieldInfo, which expose PropertyInfo property.

This can be very helpful to many custom logic based on the source PropertyInfo.
For example:

private static DisplayAttribute GetDisplayAttribute(QueryableFieldDescription fieldInfo)
{
    return fieldInfo.PropertyInfo.GetCustomAttribute<DisplayAttribute>();
}

Available in the 2017 R1 Release (2017.1.117).

Implement functionality to show a break down of items that aggreagate to current cell.

Available in the 2017 R1 Release (2017.1.117).
For more reference you can check the following help article: http://docs.telerik.com/devtools/wpf/controls/radpivotgrid/features/localdatasourceprovider/drilldown

Add options for showing items with no data as in Local data provider.

When a filter dialog is shown (Report Filter or Label Filter) for OLAP Hierarchy, it contains the items only for the selected level. Instead items from all levels could be visible, so you won't have to open additional dialogs to filter them (show them like a tree).

Users should be able to navigate through the elements of RadPivotGrid using a keyboards. For example, moving between cells, collapsing headers with space, etc. 

 When there are a lot of items, it is quite difficult to find the ones you need in RadPivotFieldList. There could be some way to search within the properties.

If a group has only one item in it, I only want to show the total row and not being able to expand it.

As a user I would like QueryableDataProvider to avoid blocking the UI while executing the query on the database server.

As a user I want to hide the Grand Totals for specific groups.

See the attached image.

Steps to reproduce:
1. I checked the checkboxes 'Product' and 'Price'. The Product field added to row labels, and price to values.
2. Unchecked the 'Price', the price field removed from the pivot.
3. Unchecked the Product, doesn't  remove the products from the pivot.