Grouping is actually applied only on the items rendered on the current page, so collapsing a group cannot get the items from another page (in grouped view). To implement this would mean that the grid will require full datasource in order to be able to group items that are not in the current page, which contradicts the base design of the control. The idea of the grid is to show data from your database, and if you do custom paging and send to the grid only X items, you can not expect the grid to group on X+Y items. If it is suitable for you can use the RadPivotGrid
which design allows to group before paging, as it is made to support DataSources
that also can do this.
Check out the Telerik Platform - the only platform that combines a rich set of UI tools with powerful cloud services to develop web, hybrid and native mobile apps.