Attach an event handler to the labels' SizeChanged event:
private void label1_SizeChanged(object sender, EventArgs e)
{
label1.Location = new Point(Your_Anchor_Point - label1.Width, label1.Location.Y);
}
To be more DPI friendly consider using some other control as the anchor point, i.e.
label1.Location = new Point(dataGridView1.Location.X + dataGridView1.Width - label1.Width, label1.Location.Y);
to align to the RH side of the dgv.
(BTW: I tried the Paint & TextChanged events but they seemed to sometimes get confused - probably something to do with event order particularly on opening a new form.)