Please note my original code, specifically this line:

typeValues =
                PhoneNumbersGridView.DisplayLayout.ValueLists.Add(
                    Guid.NewGuid().ToString()
                );

Notice that i'm not creating an empty value list via its constructor, I'm using the ValueLists collection on DisplayLayout to create it.

I don't see anywhere that you add claimStatusValueList to grid.DisplayLayout.ValueLists.. this may be your problem.