The only way to achieve this type of scenario is to redo the ColumnManagerCell template. In the template, you could add a setter for the background
color in the correct section (the MultiDataTrigger that is used to
display the AutoFilter glyph when a filter is present on that column). Unfortunately, this is the only way. You can create a hack to change the background using a custom property, but that would require some logic. For best performance and cleanliness, I would suggest redoing the template of the ColumnManagerCell.
The location of the templates can be found on your machine:
C:\Program Files (x86)\Xceed\Xceed DataGrid for WPF Professional Edition v4.3\Themes
In the xaml files, you can find the templates of the controls for those specific themes. If you are using a theme like Media Player 11, then you would need to purchase the Blueprint edition. Or else, you can simply look at the XAML files in the location I provided.
Developer in Technical Support
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