WPF TreeGrid (SfTreeGrid) does not provide direct support for changing the default filter icon as an image. You can change the default filter icon as an image by overriding the FilterToggleButton and defining the image instead of the path and loading the BitmapImage based on the filtered states.
<Style TargetType="syncfusion:FilterToggleButton">
<Setter Property="Background" Value="Transparent" />
<Setter Property="Height" Value="14" />
<Setter Property="IsTabStop" Value="False" />
<Setter Property="Width" Value="20" />
<Setter Property="Foreground" Value="Gray" />
<Setter Property="Margin" Value="3" />
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="syncfusion:FilterToggleButton">
<Grid>
<VisualStateManager.VisualStateGroups>
<VisualStateGroup x:Name="CommonStates">
<VisualState x:Name="Normal" />
<VisualState x:Name="MouseOver" />
<VisualState x:Name="Pressed" />
<VisualState x:Name="Disabled" />
</VisualStateGroup>
<VisualStateGroup x:Name="FilterStates">
<VisualState x:Name="Filtered">
<Storyboard>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="PART_FilterToggleButtonIndicator" Storyboard.TargetProperty="Source">
<DiscreteObjectKeyFrame KeyTime="0">
<DiscreteObjectKeyFrame.Value>
<!--Load the image for filtered state in FilterToggleButtonIndicator-->
<BitmapImage UriSource="Images/Filtered.png" />
</DiscreteObjectKeyFrame.Value>
</DiscreteObjectKeyFrame>
</ObjectAnimationUsingKeyFrames>
</Storyboard>
</VisualState>
<VisualState x:Name="UnFiltered">
<Storyboard>
<ObjectAnimationUsingKeyFrames Storyboard.TargetName="PART_FilterToggleButtonIndicator" Storyboard.TargetProperty="Source">
<DiscreteObjectKeyFrame KeyTime="0">
<DiscreteObjectKeyFrame.Value>
<!--Load the image for unfiltered state in FilterToggleButtonIndicator-->
<BitmapImage UriSource="Images/UnFiltered.png" />
</DiscreteObjectKeyFrame.Value>
</DiscreteObjectKeyFrame>
</ObjectAnimationUsingKeyFrames>
</Storyboard>
</VisualState>
</VisualStateGroup>
</VisualStateManager.VisualStateGroups>
<Border Width="{TemplateBinding Width}"
Height="{TemplateBinding Height}"
Background="{TemplateBinding Background}">
<!--Load the image in FilterToggleButtonIndicator-->
<Image Name="PART_FilterToggleButtonIndicator" Height="8" Width="8"
Source="Images/UnFiltered.png" />
</Border>
</Grid>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>
Take a moment to peruse the WPF TreeGrid โ Filtering documentation, to learn more about filtering with code examples.