This behavior is reproducible when the SelectionUnit property of the RadGridView is set to "FullRow".
SelectedCells collection is not of the selected row updated when new columns are added runtime. For example, you have selected the first row which has 3 cells. Then you add 2 new columns. Now the row has 5 cells but the selected cells collection still have 3.

A possible workaround which can be used is to reset the SelectedItem property of the RadGridView.

var selectedItem = testGrid.SelectedItem;
testGrid.SelectedItem = null;
this.testGrid.Columns.Add(new GridViewDataColumn() { Header = "Value3", DataMemberBinding = new Binding("Value3"), Width = 100 });
this.testGrid.Columns.Add(CreateColumn("Value4", "Value4"));
testGrid.SelectedItem = selectedItem;

radGridView has a feature to provides a suggest and append feature.  Currently, there is the ability for the end user to inadvertently close this window.  Please provide the opportunity via a property to disable the ability to close the search window.  (currently, I am hooking the SearchPanelVisibilityChanged event, and forcing showSearchPanel = true at all times.

Scheduled for: 
The exposed property (SearchPanelCloseButtonVisibility) will be available with LIB (version 2018.3.1210) published on Monday, 10-th December, 2018. 

As a workaround you can clear the SelectedCells collection in the Pasted event of the RadGridView.

The vertical scrollbar measure incorrectly when the control's ItemsSource is populated in its Loaded event. To reproduce this, set the ItemsSource when the control is initialized. And then populate it on Loaded. Also, to reproduce this you will need to define the columns manually.

To resolve this, populate the data on initialization of the gridview. Or delay the population to happen after the Loaded event. You can use a dispatcher for this.

Setting the theme via the StyleManager.SetTheme(control, theme) method does not style the cell as expected when a CellStyle is defined for its parent column.

The current workaround is to explicitly set the theme via the style:
<Style x:Key="BlueCellStyle" TargetType="telerik:GridViewCell">
		<Setter Property="Background" Value="PowderBlue"/>
                <Setter Property="telerik:StyleManager.Theme" Value="VisualStudio2013" />
</Style>

ArgumentOutOfRangeException is thrown when performing a CollectionChange with Replace action on the underlying collection and there's an applied FilterDescriptor.

As a workaround, the Path with the PathGeometry setter in the style can be replaced by a RadGlyph with a pin icon. The IsPinned Trigger in the style can be replaced with a DataTrigger to the parent row's IsPinned. Here's an example of the updated style for the Fluent theme:

<Style x:Key="GridViewPinButtonStyle" TargetType="grid:GridViewPinButton">
        <Setter Property="PathStyle" Value="{StaticResource PinUnpinPathStyle}"/>
        <Setter Property="Foreground" Value="{telerik1:FluentResource ResourceKey=IconBrush}"/>
        <Setter Property="MinHeight" Value="28"/>
        <Setter Property="MinWidth" Value="22"/>
        <Setter Property="IsBackgroundVisible" Value="False"/>
        <Setter Property="Command" Value="{x:Static telerik:RadGridViewCommands.TogglePinnedRowState}"/>
        <Setter Property="CommandParameter" Value="{Binding}"/>
        <Setter Property="SnapsToDevicePixels" Value="True"/>
        <Setter Property="BorderThickness" Value="0"/>
        <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
        <Setter Property="VerticalContentAlignment" Value="Stretch"/>
        <Setter Property="FocusVisualStyle" Value="{x:Null}"/>
        <Setter Property="IsTabStop" Value="False"/>
        <Setter Property="Padding" Value="0 0 2 0"/>
        <Setter Property="Template">
            <Setter.Value>
                <ControlTemplate TargetType="telerik:RadPathButton">
                    <Grid Background="Transparent">
                        <VisualStateManager.VisualStateGroups>
                            <VisualStateGroup x:Name="BackgroundVisibility">
                                <VisualState x:Name="BackgroundIsHidden">
                                    <Storyboard>
                                        <ObjectAnimationUsingKeyFrames Storyboard.TargetName="OuterBorder" Storyboard.TargetProperty="Visibility">
                                            <DiscreteObjectKeyFrame KeyTime="0">
                                                <DiscreteObjectKeyFrame.Value>
                                                    <Visibility>Collapsed</Visibility>
                                                </DiscreteObjectKeyFrame.Value>
                                            </DiscreteObjectKeyFrame>
                                        </ObjectAnimationUsingKeyFrames>
                                    </Storyboard>
                                </VisualState>
                                <VisualState x:Name="BackgroundIsVisible"/>
                            </VisualStateGroup>
                        </VisualStateManager.VisualStateGroups>
                        <Border x:Name="OuterBorder"
                                BorderThickness="{TemplateBinding BorderThickness}"
                                BorderBrush="{TemplateBinding BorderBrush}"
                                Background="{TemplateBinding Background}"
                                CornerRadius="{TemplateBinding CornerRadius}"/>
                        <telerik:RadGlyph x:Name="UnPinIcon" Foreground="{TemplateBinding Foreground}" FontSize="16" HorizontalAlignment="Center" VerticalAlignment="Center" Glyph="{StaticResource GlyphPin}"/>
                    </Grid>
                    <ControlTemplate.Triggers>
                        <Trigger Property="IsMouseOver" Value="True">
                            <Setter Property="Foreground" Value="{telerik1:FluentResource ResourceKey=AccentMouseOverBrush}"/>
                        </Trigger>
                        <Trigger Property="IsPressed" Value="True">
                            <Setter Property="Foreground" Value="{telerik1:FluentResource ResourceKey=AccentPressedBrush}"/>
                        </Trigger>
                        <DataTrigger Binding="{Binding IsPinned, RelativeSource={RelativeSource AncestorType=telerik:GridViewRow}}" Value="True">
                            <Setter TargetName="UnPinIcon" Property="Glyph" Value="{StaticResource GlyphUnpin}" />
                        </DataTrigger>
                    </ControlTemplate.Triggers>
                </ControlTemplate>
            </Setter.Value>
        </Setter>
    </Style>

ArgumentException: 'RadGlyphExtension' is not valid for Setter.Value. The only supported MarkupExtension types are DynamicResourceExtension and BindingBase or derived types.

StackTrace:
   at System.Windows.Setter.Seal()
   at System.Windows.SetterBaseCollection.Seal()
   at System.Windows.Style.Seal()
   at System.Windows.Style.Seal()
   at System.Windows.StyleHelper.UpdateStyleCache(FrameworkElement fe, FrameworkContentElement fce, Style oldStyle, Style newStyle, Style& styleCache)
   at System.Windows.FrameworkElement.OnStyleChanged(DependencyObject d, DependencyPropertyChangedEventArgs e)
   at System.Windows.DependencyObject.OnPropertyChanged(DependencyPropertyChangedEventArgs e)
   at System.Windows.FrameworkElement.OnPropertyChanged(DependencyPropertyChangedEventArgs e)
   at System.Windows.DependencyObject.NotifyPropertyChange(DependencyPropertyChangedEventArgs args)
   at System.Windows.DependencyObject.UpdateEffectiveValue(EntryIndex entryIndex, DependencyProperty dp, PropertyMetadata metadata, EffectiveValueEntry oldEntry, EffectiveValueEntry& newEntry, Boolean coerceWithDeferredReference, Boolean coerceWithCurrentValue, OperationType operationType)
   at System.Windows.DependencyObject.InvalidateProperty(DependencyProperty dp, Boolean preserveCurrentValue)
   at System.Windows.FrameworkElement.UpdateStyleProperty()
   at System.Windows.FrameworkElement.OnInitialized(EventArgs e)
   at Telerik.Windows.Controls.RadButton.OnInitialized(EventArgs e)
   at Telerik.Windows.Controls.RadPathButton.OnInitialized(EventArgs e)
   at Telerik.Windows.Controls.GridView.GridViewPinButton.OnInitialized(EventArgs e)
   at System.Windows.FrameworkElement.TryFireInitialized()
   at System.Windows.FrameworkElement.EndInit()
   at MS.Internal.Xaml.Runtime.ClrObjectRuntime.InitializationGuard(XamlType xamlType, Object obj, Boolean begin)