You can use the codebase from our Demo Application to make a custom filtering to the all levels in hierarchy mode. The CustomFiltering event is raised for every GridViewTemplate. The important thing in this scenario is to call Refresh method of MasterTemplate to cause event firing for every text change:
sender, EventArgs e)
Do not hesitate to contact us if you have further questions or issues.
the Telerik team
Q2’11 SP1 of RadControls for WinForms is available for download (see what's new); also available is the Q3'11 Roadmap for Telerik Windows Forms controls.