次の条件の場合にマーキーの枠がスクロール時に移動してしまいます。

完全に回避する方法はございませんが、次善策としてカスタムしたmarqueeクラスを利用する方法がございます。
次善策では、マーキーが固定セル上にある時のみ、マーキーが移動しなくなります。
（マーキーが固定列と普通のセルに跨ぐ、または通常セルにのみある場合は機能しません）

import { marqueeCustomized } from './flexgrid.marquee'

initGrid(grid: wjGrid.FlexGrid) {
  if(grid.cloneFrozenCells){

    // カスタムマーキークラスを有効にする
    new marqueeCustomized(grid); 

  }
} 


【marqueeCustomized クラスの実装】

import * as wjCore from '@mescius/wijmo';
import { CollectionView, setCss, Rect} from '@mescius/wijmo';
import * as wjGrid from '@mescius/wijmo.grid';
export class marqueeCustomized{
  grid: any;
  selectionMode: number;

  constructor(grid:wjGrid.FlexGrid) {
    this.grid = grid; 
    grid._updateMarquee = this._updateMarquee.bind(this);
  }

  _hideMarquee() {
    let m = this.grid._eMarquee
    setCss(m, {
      display: 'none'
    });
  }

  _updateMarquee(){
    if(this.grid.activePanelType != wjGrid.CellType.Cell){
      this._hideMarquee();
      return;
    }
    const node = this.grid._eMarquee;
    const rect = this._getMarqueeRect(this.grid);

    if (!rect || !rect.width || !rect.height) {
      node.style.display = 'none';
    } else {
      const host = this.grid.cells.hostElement;
      const child = node.firstChild as HTMLElement;
      const dx = node.offsetWidth - child.offsetWidth;
      const dy = node.offsetHeight - child.offsetHeight;

      setCss(node, {
        width: rect.width + dx,
        height: rect.height + dy,
        top: rect.top + host.offsetTop - dy / 2,
        left: rect.left + host.offsetLeft - dx / 2,
        display: ''
      });
    }
  }

  _getAdjustedSelection(sel: wjGrid.CellRange, gdPanel: wjGrid.GridPanel): wjGrid.CellRange {
    let g = this.grid,
      rng = new wjGrid.CellRange(),
      SM = wjGrid.SelectionMode;
    switch (g.selectionMode) {
      case SM.Cell:
        rng.setRange(sel.row, sel.col, sel.row, sel.col);
        break;
      case SM.Row:
        rng.setRange(sel.row, 0, sel.row, g.columns.length - 1);
        break;
      case SM.RowRange:
      case SM.ListBox:
        rng.setRange(sel.row, 0, sel.row2, g.columns.length - 1);
        break;
      default:
        rng.copy(sel);
    }

    return rng;
  }

  _getMarqueeRect(grid: wjGrid.FlexGrid){

    if (!grid.showMarquee || !grid.selectionMode) { 
      return null;
    }

    let selectionMode = this._getSelectionMode(grid);
    if(selectionMode != this.selectionMode){
      this._fixMarqueeControl(grid,selectionMode);
      this.selectionMode = selectionMode;
    }

    let rng = grid._selHdl.selection;
    if (!grid.isRangeValid(rng)) { 
      return null;
    }
    this._getAdjustedSelection(rng, grid.cells);

    rng = rng.combine(grid.getMergedRange(grid.cells, rng.topRow, rng.leftCol, false));
    rng = rng.combine(grid.getMergedRange(grid.cells, rng.bottomRow, rng.rightCol, false));

    let rc1 = grid.cells.getCellBoundingRect(rng.topRow, rng.leftCol, true),
    rc2 = grid.cells.getCellBoundingRect(rng.bottomRow, rng.rightCol, true);
    if(this.selectionMode > 0){
      rc1.left += grid.scrollPosition.x;
      rc2.left +=grid.scrollPosition.x;
      rc1.top += grid.scrollPosition.y;
      rc2.top +=grid.scrollPosition.y;
    }

    if(grid.frozenColumns>0){
      let rct1 = grid.cells.getCellBoundingRect(0, 0, true);
      let rct2 = grid.cells.getCellBoundingRect(0, grid.frozenColumns - 1, true); 
      if(this.selectionMode > 0){
        if(grid.selection.leftCol > grid.frozenColumns && rc1.left < rct2.right - rct1.left)
          rc1.left = rct2.right - rct1.left;
        if(grid.selection.rightCol > grid.frozenColumns && rc2.right < rct2.right - rct1.left){
          rc2.left = rct2.right - rct1.left;
          rc2.width = 0;
        }
      }else{
        if(grid.selection.leftCol > grid.frozenColumns && rc1.left < rct2.right - grid.scrollPosition.x - rct1.left)
          rc1.left = rct2.right - grid.scrollPosition.x - rct1.left;
        if(grid.selection.rightCol > grid.frozenColumns && rc2.right < rct2.right - grid.scrollPosition.x - rct1.left){
          rc2.left = rct2.right - grid.scrollPosition.x - rct1.left;
          rc2.width = 0;
        }
      }
    }
    if(grid.frozenRows>0){
      let rct1 = grid.cells.getCellBoundingRect(0, 0, true);
      let rct2 = grid.cells.getCellBoundingRect(grid.frozenRows-1, 0, true); 
      if(this.selectionMode > 0){
        if(grid.selection.topRow > grid.frozenRows && rc1.top < rct2.bottom - rct1.top)
          rc1.top = rct2.bottom - rct1.top;
        if(grid.selection.bottomRow > grid.frozenRows && rc2.bottom < rct2.bottom - rct1.top){
          rc2.top = rct2.bottom - rct1.top;
          rc2.height = 0;
        }
      }else{
        if(grid.selection.topRow > grid.frozenRows && rc1.top < rct2.bottom - grid.scrollPosition.y - rct1.top)
          rc1.top = rct2.bottom - grid.scrollPosition.y - rct1.top;
        if(grid.selection.bottomRow > grid.frozenRows && rc2.bottom < rct2.bottom - grid.scrollPosition.y - rct1.top){
          rc2.top = rct2.bottom - grid.scrollPosition.y - rct1.top;
          rc2.height = 0;
        }
      }
    }

    return grid.rightToLeft
    ? new Rect(rc2.left, rc1.top, rc1.right - rc2.left, rc2.bottom - rc1.top)
    : new Rect(rc1.left, rc1.top, rc2.right - rc1.left, rc2.bottom - rc1.top);
  }

  _fixMarqueeControl(grid: wjGrid.FlexGrid, selectionMode:number){
    if(selectionMode == 0){
      if(grid._root.children.length == 1){
        var mq = grid._eMarquee;
        grid.hostElement.firstChild.removeChild(mq);
        grid._root.append(mq,hd)
      }
    }
    else{
      if(grid._root.children.length == 2){
        var mq = grid._eMarquee;
        grid._root.removeChild(mq);
        var hd = grid._eRHdr;
        grid.hostElement.firstChild.insertBefore(mq,hd);
      }

    }
  }

  _getSelectionMode(grid: wjGrid.FlexGrid) {
    let unFrozenArea = new Rect(0,0,grid.columns.length, grid.rows.length),
      unFrozenPixelArea = new Rect(0,0,0,0),
      widthAdjustment = 0, 
      selectionMode = 0;
    if(grid.frozenColumns > 0 || grid.frozenRows > 0)
    {
      unFrozenArea.left = (grid.frozenColumns)?grid.frozenColumns:0;
      unFrozenArea.top = (grid.frozenRows)?grid.frozenRows:0;
      unFrozenArea.width = grid.columns.length -1 - unFrozenArea.left;
      unFrozenArea.height = grid.rows.length -1 - unFrozenArea.top; 
    }

    let rc1 = grid.cells.getCellBoundingRect(unFrozenArea.top, unFrozenArea.left, true),
    rc2 = grid.cells.getCellBoundingRect(unFrozenArea.bottom, unFrozenArea.right, true); 
    unFrozenPixelArea = grid.rightToLeft
    ? new Rect(rc2.left, rc1.top, rc1.right - rc2.left - widthAdjustment, rc2.bottom - rc1.top)
    : new Rect(rc1.left, rc1.top, rc2.right - rc1.left - widthAdjustment, rc2.bottom - rc1.top);

    if(grid.selection.leftCol < unFrozenArea.left 
      || grid.selection.topRow < unFrozenArea.top 
    ){
      if((grid.selection.leftCol < unFrozenArea.left && grid.selection.rightCol < unFrozenArea.left) 
        || (grid.selection.topRow < unFrozenArea.top && grid.selection.bottomRow < unFrozenArea.top) 
      )
      {
        selectionMode = 2;
      }
      else{
        selectionMode = 1;
      }
    }
    return selectionMode;
  }
}