The best way to remove the triangle is to change the style of the DropDownButton Visibility as follow.
First Create a NuyllToVisibilityConverter.
if the object is null return Visibility.Hidden if not than return Visibility.Visible.
than bind your visibility to the right context menu that you set the property in the DockingManager as I explained above.
Visibility="{Binding Model.Root.Manager.AnchorableContextMenu, RelativeSource={RelativeSource TemplatedParent}, Converter={NullToVisibilityConverter}}
This way when you set the AnchorableContextMenu to null than the triangle will be hidden...
Better than before.