As suggested above, you could use both events mentioned in my previous response, and this would catch both cases.
Or if you want to catch a mousedown on a column header cell, then you can use the GridControlMouseDown event and test for the hit of a column header.
private void gridControl1_GridControlMouseDown(object sender, Syncfusion.Windows.Forms.CancelMouseEventArgs e)
{
int row, col;
Point pt = new Point(e.MouseEventArgs.X, e.MouseEventArgs.Y);
if(this.gridControl1.PointToRowCol(pt, out row, out col, -1)
&& row == 0 && col > 0)
{
Console.WriteLine("MouseDown on col header");
}
}
