This example illustrates how to customize style of the scroll viewer in WPF DataGrid (SfDataGrid).
You can customize the style of scroll viewer in which WPF DataGrid (SfDataGrid) is loaded. But while scrolling using mouse wheel, the header will also be scrolled with records. You can overcome this behavior by binding the CanContentScroll property of ScrollViewer.
KB article - How to customize style of the scroll viewer in WPF DataGrid (SfDataGrid)?