If you have a filter and want to add a new one with an AND operation later you need to use
TMSFNCDataGrid1.Filter.Add(1, gftNotContains, 'David', gfoAND);
for the filter with Marie Terzi, you need to add double quotes to detect the space, or add a question mark
TMSFNCDataGrid1.Filter.Add(1, gftNotEqual, 'Marie?Terzi');
OR
TMSFNCDataGrid1.Filter.Add(1, gftNotEqual, '"Marie Terzi"');