Please accept my apologies. It is my mistake. The thing that you want is not possible.
Let me try to explain this.
RadGridView adds items via IEditableCollectionView interface which has no Insert method. Another reason about such behavior is that this "new item" may not enter into RadGridView's ItemsSource collection (edit could be canceled). In your case with RadDomainDataSource after Submitting changes the new item will enter to the right position according to filtering, sorting and paging. You could also use our special UI for adding new items, just set radGridView.ShowInsertRow = true (which shows an insert row (area) at the top of the grid).
Let me know if there is something unclear.
the Telerik team
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