Hi,
please look at your samples here: https://help.syncfusion.com/wpf/datagrid/context-menu
All the screenshots show a separator, while the code doesn't.
When adding a Headercontext menu or a SfDataGrid.ContextMenu with 18.3 i get on right-click:
System.InvalidOperationException: 'A style intended for type 'MenuItem' cannot be applied to type 'Separator'.'
Code Snippet:
<syncfusion:SfDataGrid.ContextMenu>
<ContextMenu>
<MenuItem Header="Item1" >
</MenuItem>
<Separator/>
<MenuItem Header="Item2" >
</MenuItem>
</ContextMenu>
</syncfusion:SfDataGrid.ContextMenu>
Removing the Separator it works.