I'm not sure I post this to the right place. So I've found a bug, the TAdvGridFilterDialog objects uses the TAdvGridFilterPanel object to get the headers of the grid. In advgridfilterpanel unit there is a GetColumnNames function which returns a TStringlist. The problem is the for loop which iterates through columns start with 1 (hardcoded value: for I := 1 to grid.ColCount - 1 do).
Maybe it should start from the Fixedcols.