The described functionality is not supported out of the box. However, you can implement it with custom logic. Basically you can get the Thumb elements (with the ChildrenOfType<T>() method) in the Loaded event handler of the RadSlider.Then add handlers for the DragDelta events of the thumbs and change update the thumbs position inside them.
For your convenience I attached a sample project that demonstrates this approach. Note that this implementation is not well tested and I cannot guarantee that it will work in all possible cases. This is why I recommend you to take some time to test it and see if it's going to work for you.
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