Hi Manos,
Thanks for contacting Syncfusion Support.
We have checked your query and we were unable to reproduce issue. SfDataGrid have column header when we load SfDataGrid in framelayout and also SfDataGrid is layout in correct position when we set the LinearLayout.Weight = 1. We have attached our tested sample in the sample link, please modify the same based on your requirement as it would be more helpful for us to proceed further.
Regards,
Ashok