I was too facing the same problem with TcxGridSite but could not found any to click on the filter, Smart Bear support team asked me to use hardcoded click(x , y) which we get from record scripts.
But I think this way you can click on the specific cell from the Grid and get the row index as well.
function ClickGrid(Grid,Column,Value)
{
// GRID param should be the parent object of TCXGRIDSITE
var RowIndex;
function FindRow(Grid, Column, Value, ViewId)
{
if (typeof(ViewId) == "undefined")
ViewId = 0;
for (var i=0; i<Grid.wRowCount(ViewId); i++)
if (Grid.wValue(i, Column, ViewId) == Value)
return i;
return -1;
}
RowIndex = FindRow(Grid,Column,Value);
if (RowIndex != -1)
{
Grid.ClickCell(RowIndex, Column);
Log.Message("Row index: " + RowIndex + " Column Name: " + Value);
}
else
Log.Error("Row was not found");
}