DataGridView not responding to a header cell click

Question

I have a DataGridView program that loads in a large data table. Multi-select is set. When a header cell is not fully in the window fram and you click on that cell the background event will fire internally by the mouse click event will not. Any other header cell will fire the mouse click event when you click in them. Just the right most header cell that is not fully in the window will do this. Now if one starts out selecting (clicking) on rows first then the partial header cell will respond. 

I have tried to catch a mouseDown event, backGroundPaint event on this header cell. Nothing that i have tried seems to catch a click event on this cell while it is not fully in the window. Once i click on rows then it will respond??? 

Has anyone run into this and found a cure????