What we have done in similar situation is, we have rebuilt the search of data grid, ofcourse some default functionalities could be missing. But that is the downfall to achieve desired situation.
We have made it and it works flawlessly fine. Although I am not fully sure, how this could respond to listening to another data grid. You could try.
As previously stated, you'll need to build something yourself to achieve this.
What happens often, is you'll go for the easier/cheaper option: 2 tabs, one named (let's use 'Order' for this example) "My Orders" (with a restriction on the current user) and one named "All Orders" (without this restriction).