Unless you add a child to the KryptonHeaderGroup that uses the Dock=Fill style then you are leaving yourself open to a couple of issues.
The current design of the KryptonHeaderGroup is to act as a control container so you can drag and drop controls from the toolbox onto the header group. Controls you add are supposed to remain in the client area of the control, the white portion when displayed using the default palette. You can see an instance here with a single button added.

In order to try and ensure that all child controls are positoned correctly the control overrides the DisplayRectangle method. This method returns the client rectangle that represents the acceptable location of child controls. This works fine if you change the button to have a Dock=Fill style setting. The framework will correctly size the button to fill the DisplayRectangle area.
But problems occur when not using a docking style. The framework does not enforce positioning to within the display rectangle. So if you change the position of the secondary header to the left you will see the following appearance.

Although the control has correctly changed the DisplayRectangle value the button control is not moved by the framework. So if you are going to change the edges and/or visiblity of the headers at runtime you can end up with a corupt looking interface.
In additon to the positoning problem we have a second issue of clipping. If you move the button control so it is only partially visible then it draws over the top of the group border. You can see the problem below.

So although the DisplayRectangle method is a useful addition to .NET2 it does not do the full job we need.
Today I have changed the implementation so that a child panel is positoned in the DisplayRectangle area and at design time you can only drop controls onto that child panel and not the header group itself.
This solves the positon and clipping issues. The down side is that existing applications need to be changed to reflect this. But I think the small upgrade pain is worth the effort.