Dynamic Posts Skin - Grid with Filters only allows you to filter the posts which are shown on the page.
For example, you are using category filters and your 11th Post in the loop is related to the Category "Food". However, your query is set to display 10 posts per page. In this case, filtering the Food posts will not show the 11th post, but all the food-related posts which are there in the 10 posts showing on the page.
On the other hand, for an instance, if you are using Infinite Scroll Pagination with on click trigger, your current page posts will update to 20 when you click the trigger. (so every time you click, it will add 10 more posts based on your query and availability of posts.)
As such, now if you filter the Food related posts after clicking the trigger, you will be able to filter out of the 20 posts. In short, it will always take into account the number of posts available on the page.
Filtering posts on the database require making new queries, and the Skin "Grid with Filters" doesn't support it.
If you want to do advanced DB-based filtering, you can use Search and Filter Pro in combination with Dynamic Posts, Dynamic Google Maps, or both together.