its a bug in vfp9sp2.
the tooltiptext in headers and columns dont show at all even when form.showtips=.t.

read this (not tested):
https://social.msdn.microsoft.com/Forums/en-US/3936fe65-b5bf-4d93-8303-0096fade2df0/tooltiptext-in-a-grid?forum=visualfoxprogeneral

there is two simple solutions:
1-create a column pointed to the recno()
2.in grid.interactiveChange event put this code

if thisform.showtips=.t.
sele yourcursor
wait window "record:"+trans(recno()) nowait
endi

when you select any record a window appears indicating the tooltip you want to show.
if grid.showtips=.f. this window dont fire.

update:
you can also use the GridHitTest Method (see in help)
Returns, as output parameters, the components of a grid control corresponding to specified horizontal (X) and vertical (Y) coordinates.