DevExpress
https://docs.devexpress.com/WindowsForms/DevExpress.XtraGrid.Columns.GridColumn.Caption
gridColumn1.Caption = "Delivery<br><b>Date</b>";
gridView1.OptionsView.AllowHtmlDrawHeaders = true;
gridView1.Appearance.HeaderPanel.Options.UseTextOptions = true;
gridView1.Appearance.HeaderPanel.TextOptions.WordWrap = DevExpress.Utils.WordWrap.Wrap;
若不行
<br/> 改成<br>