method changes the headerTemplate
property in the object (we can see it when we log it in the console for example) but doesn't reflect the change as it does with the template
property. setOptions doesn't appear in the DropDownList API documentation; it would be under methods if it was supported.
I would encourage you to think of an approach that lets you set the headerTemplate before drawing the DropDownList and participating in our Feedback and Feature Request Portal
I hope this helps!
Telerik by Progress