Looks like we can't reproduce the issue or there's a problem in the test case provided.
Column Config with SafeHtml for Header Not Working
I am using GXT 3 version and when giving the SafeHtml for a grid header with the following is showing the header as Receiver<br/>Region. Instead of a new line in the header. I am thinking this may be a defect, please let us know asap.
new ColumnConfig(valueProdvider, width, SafeHtmlUtils.fromString("Receiver<br/>Region"))
The is the expected behaviour. fromString htmlescapes <br />
You should use fromTrustedString