The scrollbar on UWP is blocking the content (including the options button which is also not clickable because of it
Workaround: Add a style for the column header and apply margin to the Options button:
<ContentPage.Resources>
<ResourceDictionary>
<telerikGrid:DataGridColumnHeaderStyle x:Key="headerstyle"
TextColor="Black" OptionsButtonMargin="0,0,20,0"
OptionsButtonFontSize="30"
BorderColor="Black"
BorderThickness="2"/>
</ResourceDictionary>
</ContentPage.Resources>
<Grid>
<telerikGrid:RadDataGrid ItemsSource="{Binding Items}" BackgroundColor="Red" AutoGenerateColumns="false">
<telerikGrid:RadDataGrid.Columns>
<telerikGrid:DataGridTextColumn PropertyName="Country" HeaderStyle="{StaticResource headerstyle}"/>
<telerikGrid:DataGridTextColumn PropertyName="Capital" HeaderStyle="{StaticResource headerstyle}"/>
</telerikGrid:RadDataGrid.Columns>
</telerikGrid:RadDataGrid>
</Grid>