lightning-datatable - remove header actions

sadly this isn't currently available in the LWC version, as you've already discovered, due to web components not allowing you to reach into custom elements. In fact, you shouldn't do it in the Aura version either, as our DOM (markup) structure can change and/or the SLDS rules, which can change and thereby breaking your component.

We will be providing a way to remove the header column actions (and even remove the entire header row itself) in an upcoming release. (Forward looking statement, blah, blah, blah.)

You can use hideDefaultActions. I tried and it worked for me.

Please refer Working with Column Properties in documentation.

Proof below

There's a hideDefaultActions property in documentation now, but doesn't seem to work.