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Query Regarding GroupCaptionText:
You can achieve your requirement by setting SfDataGrid.GroupCaptionTextFormat as empty, as in the below code snippet
Query Regarding GroupCaptionText customization and Background color change:
You can achieve your requirement by writing a Style class overriding from DataGridStyle and assigning it to the SfDataGrid.GridStyle
property. Please refer the below UG link to get more information about DataGridStyle customization.