TDBAdvGrid - incorrect filtering

I would like to ask if anyone has an idea for DBAdvGrid filtering.
I don't know what I'm doing wrong but when I try to filter the grid doesn't filter the data on the grid properly.
how to configure it properly
I work on c++ builder 11 and use FireDac components to connect to the database

What exact kind of filtering are you trying?
If these are built-in TDBAdvGrid filter methods, make sure to set grid.PageMode = false

I have 5 columns in a grid and I want to filter by each column.
Of course, it should be possible to filter by multiple columns.

"What exact kind of filtering are you trying?"
and what are my options?

I thought to use ClientDataSet and DataSetProvider for this but I don't know if this is the right way?

I understand that you are proposing a suitable configuration of the PageMode property

Did you set PageMode = false and if so, what exact code do you use and what exact behavior do you see?

I changed and filtering works fine.
but the sorting doesn't work when I click on the column header name

What means: 'doesn't work'?
Did you check & compare with the demos under Demo\DBAdvGrid\ADOSort, Demo\DBAdvGrid\CDSSort for example?