Right, I understand. I'm not sure how to set the arrow to indicate the initial sorting, but for the filters, if you have your initial grid load done via something like:
This may give you enough time to set your filter values. Again, the built-in GXT filters don't allow direct editing, that is, you can only set these filter values by interacting with the UI via the column header menu - you'll need to extend and use your own implementation of these filters to do this.
Grid<M> g = new Grid<M>(ListStore, ColumnModel)
protected void onAfterFirstAttach() // you could also try onAfterRenderView()
// call your loader.load() method here