Try handling the TableControlQueryAllowDragColumn event.
private void gridGroupingControl1_TableControlQueryAllowDragColumn(object sender, GridQueryAllowDragColumnEventArgs e)
{
if (e.InsertBeforeColumn != null
&& e.TableControl.TableDescriptor.VisibleColumns.IndexOf(e.InsertBeforeColumn) < 3)
{
e.AllowDrag = false;
}
}