Hi Fabricio, Thank you so much for all your details. Really appreciate it!
I copied your code, run it under vs2015. This is the screen result after click on reconfig button:
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Please notice the new columns still not having filter header.

I replaced grid.ColumnModel.RemoveAll() with grid.RemoveAllColumns() old columns are gone but the new one still has no filter header.
Click image for larger version. 

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Not sure why this does not work on my machine. I tried with the latest ext.mvc5.dll too. The filter header works fine if I change to use WebForm ext.dll. Any idea?
Thanks
-Susan