we just develop a patch to keep collapsed state. we added new event named 'onClickGroup'. This event fires after clicking group (to expand or collapse group). it has 2 parameters, group id (string) and collapsed (boolean). 'groupid' is a combination of grid id plus 'ghead_' plus the current count number in the grid view. 'collapsed' is current group's collapse status.
please visit https://github.com/byakugie/jqGrid/commit/1adcbfb1538a40796e27282fda89a79bd4339dbf to see that patch
please visit https://github.com/byakugie/clockingit/commit/bc56e361b44cd57dd41d52e4279119ac6aae2952 to see how we are using 'onClickGroup' event to save collapsed state in Jobsworth project. (also we use 'loadComplete' event to restore collapsed state)