It would be fixed in upcoming version.
This patch can be used for now to fix it
pq.cRenderHead.prototype.onHeaderCellClick=function(e,t,s){e=e||{};var l=this.that,i=l.options,r=i.sortModel,a=i.selectionModel,o=$(s.target),d=e.dataIndx;if(!1!==l._trigger("headerCellClick",s,{column:e,colIndx:t,dataIndx:d})&&-1!=t&&!o.closest(".pq-grid-header-search-row")[0]){if(a.column&&a.type&&!o.hasClass("pq-title-span")&&!o.hasClass("ui-icon")){var n=l.getFirstVisibleRIP(),c={c1:t,firstC:t,firstR:n},p=l.iSelection,u=p.address(),C=u.length;if(pq.isCtrl(s))p.add(c);else{if(s.shiftKey){if(C&&"column"==u[C-1].type){var f=u[C-1];f.c1=f.firstC,f.c2=t,f.r1=f.r2=f.type=f.cc=void 0}c=u}l.Range(c,!1).select()}null!=(n=l.getFirstVisibleRIP(!0))&&(l.focus({rowIndxPage:n,colIndx:t}),l._trigger("mousePQUp"))}else(r.wholeCell||o.hasClass("pq-title-span"))&&l.isSortable(e)&&l.sort({sorter:[{dataIndx:d,sortIndx:e.sortIndx}],addon:!0,skipCustomSort:pq.isCtrl(s),tempMultiple:r.multiKey&&s[r.multiKey],evt:s})}};