I came up with a way to do the full drag and drop from one XamDockManager to another.  It's a little bit of a kludge, but it seems to work pretty well:

    public partial class App : Application

    {

        List<MainWindow> mainWindows = new List<MainWindow>();

        protected override void OnStartup(StartupEventArgs e)

        {

            this.mainWindows.Add(CreateMainWindow());

            this.mainWindows.Add(CreateMainWindow());

        }

        private MainWindow CreateMainWindow()

        {

            MainWindow mainWindow;

            mainWindow = new MainWindow();

            mainWindow.PaneDragStarting += new EventHandler<PaneDragStartingEventArgs>(paneDragStarting);

            mainWindow.PaneDragEnded += new EventHandler<PaneDragEndedEventArgs>(paneDragEnded);

            mainWindow.MouseMove += new System.Windows.Input.MouseEventHandler(mouseMove);

            mainWindow.Show();

            return mainWindow;

        }

        ContentPane[] draggedPanes = null;

        void paneDragStarting(object sender, Infragistics.Windows.DockManager.Events.PaneDragStartingEventArgs e)

        {

            this.draggedPanes = e.Panes.ToArray();

        }

        void paneDragEnded(object sender, PaneDragEndedEventArgs e)

        {

            this.draggedPanes = null;

        }

        [DllImport("user32.dll")]

        private static extern IntPtr SendMessage(IntPtr hWnd, int Msg, IntPtr wParam, IntPtr lParam);

        private const int WM_LBUTTONDOWN = 0x201;

        private const int WM_LBUTTONUP = 0x202;

        private const int MK_LBUTTON = 0x01;

        private const int WM_NCLBUTTONDOWN = 0x00a1;

        private const int HTCAPTION = 2;

        private IntPtr MakePointStruct(Point point)

        {

            IntPtr ptr = (IntPtr) ( ((int) point.X)  + (((int) point.Y) << 16 ) );

            return ptr;

        }

        void mouseMove(object sender, System.Windows.Input.MouseEventArgs e)

        {

            MainWindow sourceWindow = sender as MainWindow;

            foreach (MainWindow destWindow in this.mainWindows)

            {

                if (destWindow == sourceWindow)

                {

                    continue;

                }

                Point pt = e.GetPosition(destWindow);

                if (this.draggedPanes != null && destWindow.InputHitTest(pt) != null)

                {

                    ContentPane[] panes = draggedPanes;

                    this.draggedPanes = null;

                    SendMessage(new WindowInteropHelper(sourceWindow).Handle, WM_LBUTTONUP, (IntPtr)0, MakePointStruct(e.GetPosition(sourceWindow)));

                    MovePanesToDockManager(panes, destWindow.xamDockManager1);

                    Window parent = Window.GetWindow(panes[0]);

                    parent.Activate();

                    SendMessage(new WindowInteropHelper(parent).Handle, WM_NCLBUTTONDOWN, (IntPtr)HTCAPTION, MakePointStruct(parent.PointToScreen(e.GetPosition(parent))));

                    break;

                }

            }

        }

        internal void MovePanesToDockManager(ContentPane[] panes, XamDockManager dockManager)

        {

            Window parent = Window.GetWindow(panes[0]);

            double top = parent.Top;

            double left = parent.Left;

            double width = parent.Width;

            double height = parent.Height;

            bool isTabGroup = false;

            foreach (ContentPane pane in panes)

            {

                if (pane.Parent is SplitPane)

                {

                    ((SplitPane)(pane.Parent)).Panes.Remove(pane);

                }

                else if (pane.Parent is TabGroupPane)

                {

                    ((TabGroupPane)(pane.Parent)).Items.Remove(pane);

                    isTabGroup = true;

                }

                else if (pane.Parent is UnpinnedTabArea)

                {

                    return;

                }

            }

            SplitPane splitPane = new SplitPane();

            splitPane.SetValue(XamDockManager.InitialLocationProperty, InitialPaneLocation.DockableFloating);

            if (isTabGroup)

            {

                TabGroupPane tabGroupPane = new TabGroupPane();

                foreach (ContentPane pane in panes)

                {

                    tabGroupPane.Items.Add(pane);

                }

                splitPane.Panes.Add(tabGroupPane);

            }

            else

            {

                splitPane.Panes.AddRange(panes);

            }

            dockManager.Panes.Add(splitPane);

            parent = Window.GetWindow(splitPane);

            parent.Top = top;

            parent.Left = left;

            parent.Width = width;

            parent.Height = height;

        }

http://ideas.infragistics.com/forums/192357-general/suggestions/7483804-xamdockmanager-move-a-contentpane-between-two-doc