When I use a grid, I can enable Filterable and the column shows me when I am filtering it; however if I enable ColumnMenu I have no indication if I am filtering on that column.  We've used a work around to handle this state ourselves, but its ugly and I think this should be part of the core product.

@(Html.Kendo().Grid<ShipmentGrid>()
  .Name("grid")
  .AutoBind(false)
  .Columns(columns =>
  {
  columns.Template(@<text></text>).Width(50).Title("PDFs").ClientTemplate($"<a href='javascript:" + jsPage + $".openDocumentWindow(#=AccountId#, #=OrderNumber#, #=OrderLineId#, #=OrderLineNumber#)'><img src={Url.Content("~/Content/images/pdficon_small.png")} /></a>");
  columns.Bound(m => m.CustomerName).Width(200).Title("Customer").HeaderTemplate("Customer <span style='float:center' class='k-icon k-i-filter'></span>").Filterable(f => f.Multi(true).Search(true)).Sortable(true);
  columns.Bound(m => m.PurchaseOrderNumber).Width(100).Title("PO").HeaderTemplate("PO <span style='float:center' class='k-icon k-i-filter'></span>").Filterable(f => f.Multi(true).Search(true)).Sortable(true);
  })
  .HtmlAttributes(new { style = "font-size:0.85em;" })
  .Filterable()
  .ColumnMenu()
  .Reorderable(reorder => reorder.Columns(true))
  .Resizable(r => r.Columns(true))
  .Scrollable(s => s.Height(340))
  .Pageable(pageable => pageable
  .Refresh(true).ButtonCount(10)
  .PageSizes(new [] { 25, 250, 2500 })
)
  .Sortable(sortable => sortable
  .SortMode(GridSortMode.SingleColumn)
)
  .ClientDetailTemplateId("itemdetail")
  .DataSource(dataSource => dataSource
  .Ajax()
  .Read(read => read.Url("/api/shipments").Data(jsPage + ".getParameters"))
  .PageSize(2500)
  .ServerOperation(false)
  .Events(events => events
  .Error(jsPage + ".GridService.onError")
  .RequestStart(jsPage + ".GridService.onRequestStart")
  .RequestEnd(jsPage + ".GridService.onRequestEnd")
)
)
  .NoRecords()
  .Events(events => events.DataBound(jsPage + ".onDataBound"))
)