Based on previous forum questions ( https://forum.mendix.com/link/space/usability/questions/110591 ) this wasn’t possible. It appears that there still doesn’t exist an easy way to change the labels of data grid filters. My assumption is that the labels are hard-coded into the widget files.
One workaround I found was adding styling to the CSS classes that the filter uses to hide the labels:
This is only a workaround though. Hopefully renaming labels will be added to the filters in the future.
Hope this helps,