Hi Jarek,
We are able to reproduce the reported “Group caption does not display the HeaderText of column while print the SfDataGrid with Group” issue in our side. We have implemented to consider the MappingName alone for GroupCaption instead of HeaderText in our source while printing, causes the issue. We have logged defect report for this and we will include fix for the reported issue in our Volume 1 SP1 release which is expected to be available on end of March, 2018.
Regards,
Gnanasownthari T.