This happens both in Rio and Tokyo:
It seems that the wwDataGrid doesnt respect the Header styling. If I create a "headeritemstyle" which is used by grids and change the text color, it doesnt keep the text color - it is always black in the wwDataGrid. In a TStringgrid, using the same style, the text color changes.
Also, messing with the OverrideStyleSettings.Title.FontColor has no effect (the other title settings do seem to behave properly)
Also, it seems that the cells in the grid are using the "editstyle" when editing which is meant for TEdit, not cells necessarily. I think the correct style element for that is the "EditorLineFill" and "EditorBackground" StyleResources of the gridstyle.
It seems to work for me. The grid won't use Headerstyle if you have TitleButtons set to true. In that case it uses buttonstyle. Are you sure you have not set TitleAttributes.TitleButtons to true?