I don't know what happened. Now I see 2 filter symbols in one column when I set FilterMode="FilterMode.Advanced". My GridCode starts like:
<RadzenDataGridSk AllowFiltering="true" AllowSorting="true" AllowColumnResize="true" AllowAlternatingRows="true" @ref="grid" FilterMode="FilterMode.Advanced"
PageSize="15" AllowPaging="true" PagerHorizontalAlign="HorizontalAlign.Left" ShowPagingSummary="true"
Data="_zozSurD" TItem="ZozSur" ColumnWidth="300px" LogicalFilterOperator="LogicalFilterOperator.Or" Density="Density.Compact" GridLines="DataGridGridLines.Vertical" EditMode="DataGridEditMode.Single" SelectionMode="DataGridSelectionMode.Single" @bind-Value=@_selectedRows>....