public VerticalGridDataRow Row { get; }

Public ReadOnly Property Row As VerticalGridDataRow

<ASPxVerticalGrid ID="ASPxVerticalGrid1" onHeaderFilterEditorInitialize="ASPxVerticalGrid1_HeaderFilterEditorInitialize">
    ...
</ASPxVerticalGrid>

protected void ASPxVerticalGrid1_HeaderFilterEditorInitialize(object sender, ASPxVerticalGridHeaderFilterEditorInitializeEventArgs e) {
    if (e.Row.FieldName == "ProductName") {
        // your code
    }
}

settings.HeaderFilterEditorInitialize = (s, e) => {
    if (e.Row.FieldName == "ProductName"){
        // your code
    }
};