I find the StringGrid Sort Indicator triangle almost invisible on a 4k screen, so I have modified DrawSortIndicator in AdvGrid.pas to replace for example "left+6" with "left+Round(6*FDPIScale)" in all three corners of both triangles. I have also modified the offsets to move the triangles right and down by one (again possibly multiplied) pixel to better place the sort index in the triangle and to avoid clipping some characters at the end of the header text. It would be great if this enhancement could be made in the source to avoid having to change it each time.
There is a similar problem with the filter icons such as "=" and "≠" to the left of the filter entry field, which are even tinier in the header on a 4k screen, but I cannot find a neat way to make these legible. So this is a feature request either to add scaling for these elements or to expose a simple way to make them larger.