There's no built-in way to do this. You might be able to do it using a CreationFilter. But it would be a bit tricky, because you would have to determine the right-most edge of the last fixed column every time. 

I whipped up some code that seems to work okay, but it might not be terribly efficient.

    public class FixedHeaderScrollBar_CreationFilter : IUIElementCreationFilter
    {        
        #region IUIElementCreationFilter Members

        void IUIElementCreationFilter.AfterCreateChildElements(UIElement parent)
        {
            // Check for a ColScrollbarUIElement
            if (parent is ColScrollbarUIElement)
            {
                // Get the grid control. 
                UltraGrid grid = parent.Control as UltraGrid;

                // See if we are using FixedHeader
                if (grid.DisplayLayout.UseFixedHeaders)
                {
                    // Find the right-most fixed header
                    UltraGridColumn rightMostFixedColumn = null;
                    int rightMostFixedColumnVisiblePosition = -1;
                    foreach (UltraGridColumn column in grid.DisplayLayout.Bands[0].Columns)
                    {
                        if (column.Header.Fixed)
                        {
                            if (column.Header.VisiblePosition > rightMostFixedColumnVisiblePosition)
                            {
                                rightMostFixedColumnVisiblePosition = column.Header.VisiblePosition;
                                rightMostFixedColumn = column;
                            }
                        }
                    }

                    // If we found no fixed header, bail out. 
                    if (rightMostFixedColumn == null)
                        return;

                    // Get the HeaderUIElement of the last fixed column. 
                    HeaderUIElement headerElement = parent.Parent.Parent.GetDescendant(typeof(HeaderUIElement), rightMostFixedColumn) as HeaderUIElement;
                    if (headerElement == null)                        
                        return;

                    // Set the rect of the ColScrollbarUIElement so that it aligns to the right of the 
                    // last fixed column. 
                    parent.Rect = new Rectangle(
                        headerElement.Rect.Right,
                        parent.Rect.Top, 
                        parent.Parent.Rect.Width - headerElement.Rect.Right,
                        parent.Rect.Height
                        );
                }
            }
        }

        bool IUIElementCreationFilter.BeforeCreateChildElements(UIElement parent)
        {
            // Do nothing. 
            return false;
        }

        #endregion
    }