If you bypass the built-in filtering system, you can achieve almost anything with the virtualmode=true setting and server-side queries. But virutalmode is extremely bug-ridden, and the jqwidgets team isn’t very responsive about fixing things (even when I send them actual code for bugfixes).
Check into the loadserverdata callback function, and maybe try googling for my handle along with “virtualmode” to save yourself some hassle.
You could also try gathering your data and then loading it into a grid that uses localdata. Basically just bypass all the built-in stuff and dumb it down for the widgets as best you can.
In other words, handle the filtering yourself separately, then display it with the grid.