I assume you are using the ASPXGridView by DevExpress. I've had the same problems and then I realized that the grid handles the paging and sorting itself. For me anyway, there was no need to get the esDataSource to handle this. I turn off the autopage and autosort on the eddatasource and the grid functions as expected with paging and sorting.
I'm not sure if your situation is different so I hope this helps.
Gary Hanken