That's odd. Let us assume you represent the headers by means of cfgridcolumn tags. Is there any change when you explicitly add the attribute display="true" to each cfgridcolumn tag?
No change. :-(
Show up just fine in FIreFox and Google, but not in IE.
(Sorry, I have two id's and my horrible memory makes me bounce back and forth between them)
There is no issue with Firefox or Chrome, just with Internet Explorer. So I would assume this is a browser quirk. My strategy would therefore be to first exhaust all possible browser solutions before proceeding to change the code. One possible solution is to install the latest version of Internet Explorer, together with the relevant Windows updates.
I had the same problem but it only happened if the CFGRID was nested inside of a html table. I replaced the tables with divs and it seemed to work after that. I have noticed that I am not having that problem at all with IE10.