I think I understand that your datasource may work differently than the oData sources I am familiar with. To be certain I am communicating the standard process clearly, I'd like to suggest working through an example using the sample oData source provided by Radzen. If this process does not work for you, then I'll have to defer to the Radzen team. The sample datasource contains three tables. Two of the tables have a relationship that is very similar to your request. The OrderDetail and Product tables in the sample datasource share a similar relationship to your sharepoint lists. OrderDetail contains a ProductId field which references the Product table. Product table contains a ProductName field.
First, create a new odata data source. Click the 'use sample OData service' button and name the data source Sample. Click 'Next'
Infer Entities. Note the field named OrderDetail.Product. This field does not exist in the database, but is created in the data model which references the related Product. Of course, the related product is looked up by using the foreign key value stored in the ProductId field. The 'Product' field is what will be called out in the expand parameter.
Click 'Finish' and close the DataSources page.
Now setup a new page and add a datagrid to it. Pull the data from the OrderDetail table by invoking the 'getOrderDetails' data source method. Your datagrid should contain all the fields including the ProductId field. The datagrid in the designer should now be populated with sample data:
Next, select the datagrid and select the events tab. Open the load data event. Select the Invoke for getOrderDetails. Add a new Parameter by clicking the '+' icon.
Scroll to the bottom and set the new parameter to $Expand with a value of Product. This will tell the system to include the expand parameter in the oData request and specify the Product information to be expanded.
Click 'Done'
Next, select the datagrid and select the properties tab on the right. Scroll down to the Columns section and find the column for ProductId.
Set Template to: ${data.Product?.ProductName}
Set Type to: String
Set Format to: undefined (very top selection that is blank)
Set Sort Property to: Product.ProductName
Set FilterProperty to: Product.ProductName
Set Title to: Product Name
Leave Property set to: ProductId
Running the application should show the ProducId column now shows the related ProductName for each record.
As I noted earlier, this works very well for oData sources I am familiar with. However, I'm not sure about Sharepoint lists. If necessary perhaps @korchev can offer some insight.
Good luck!