As you can see from the attached screenshot, the validation message for the frozen column (the 2nd column) is covered by the next row in DataGrid, but the validation messages for other unfrozen columns are shown up properly. Are there probably any style settings to fix this issue?
Indeed popup validators won't appear on top of frozen cells. Unfortunately there isn't a style setting that would fix that. You can avoid setting the Popup property of validators which are in a frozen cell.