To change only one header cell, you need to select the desired column from the DataGridView column collection.
dataGridView1.Columns(0).HeaderCell.Style.Alignment = DataGridViewContentAlignment.BottomCenter;
dataGridView1.Columns("ColumnName").HeaderCell.Style.Alignment = DataGridViewContentAlignment.BottomCenter;
I showed two examples: one using the column index in the column collection, and the other using the name specified in the column.
DataGridView HeaderCell Style.Alignment, DataGridViewContentAlignment.
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dataGridView1.Columns(0).SortMode = DataGridViewColumnSortMode.NotSortable;