I am facing a similar problem to this question has anybody found a solution to it
the sample application here is also not filtering
The application you have referred uses hidden fields that are updated through js on DataBound event of the grid like
$('#currentPage').val(currentPage);
$('#orderBy').val(orderBy);
$('#groupBy').val(groupBy);
$('#filterBy').val(filterBy);
However, if you have a look at keys that grid posts when filtering, it looks like

so, in that application if you are trying to access filtering info in _index method which provides data to grid ajaxically, you have to change parameter name from filterBy to filter like
public ActionResult _Index(string page, string orderBy, string filterBy, string groupBy)