Hello,

Regarding the requested functionalities:

1 and 2) Both functionalities can be achieved using the templates options of the DropDown:
 
http://demos.telerik.com/aspnet-core/dropdownlist/template

http://docs.telerik.com/kendo-ui/api/javascript/ui/dropdownlist#configuration-template

http://docs.telerik.com/kendo-ui/api/javascript/ui/dropdownlist#configuration-headerTemplate

3) The widget support filtering: 

http://demos.telerik.com/aspnet-core/dropdownlist/serverfiltering

4) This is currently not supported.

5) This functionality is not supported as it has handling scenarios, which are not present in the current version of the DropDown.

6) I can suggest checking the different options for validation in the Kendo UI MVC widgets:

http://docs.telerik.com/aspnet-mvc/getting-started/validation

Also, I can suggest submitting feature requests for the desired features, and based on their popularity we may implement it in a future release:

http://kendoui-feedback.telerik.com/forums/127393-kendo-ui-feedback/category/170292-dropdowns

Additionally, please have in mind that there is a notable difference with the Ajax controls because the Ajax product is more mature and in the extra time that it was developed, more and more functionalities were added. We are still introducing new features for the MVC widgets, so their functionalities are growing with every new release.

Regards,
Stefan
Progress Telerik