Thank you for writing.
Your question does not seem to be connected to RadControls for WinForms or to RadGridView in particular and it seems to be more a general programming question. I would suggest that you address such in the general programming forums like MSDN of Stackoverflow.
To point you to the right direction, an exception is thrown when a connection to the database fails, however it is handled exception, hence you do not see it. In order to see it you need to enable Visual Studio to display such exceptions. Please refer to the attached image.
To handle the exception, you can use try/catch block:
"Can't reach database. No data is loaded"
I hope that you find this information useful.
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