How to inject widgets between QHeaderView and QTableView?

Below is a demo of a class FilterHeader

I wrote for one of my own projects. You may have to adapt it to suit your needs, but it should already do most of what you want. Padding around filter boxes is unlikely to work the same on all platforms, so you may need to tweak the code in the method adjustPositions

.

import sys
from PyQt4 import QtCore, QtGui

class FilterHeader(QtGui.QHeaderView):
    filterActivated = QtCore.pyqtSignal()

    def __init__(self, parent):
        super().__init__(QtCore.Qt.Horizontal, parent)
        self._editors = []
        self._padding = 4
        self.setStretchLastSection(True)
        self.setResizeMode(QtGui.QHeaderView.Stretch)
        self.setDefaultAlignment(
            QtCore.Qt.AlignLeft | QtCore.Qt.AlignVCenter)
        self.setSortIndicatorShown(False)
        self.sectionResized.connect(self.adjustPositions)
        parent.horizontalScrollBar().valueChanged.connect(
            self.adjustPositions)

    def setFilterBoxes(self, count):
        while self._editors:
            editor = self._editors.pop()
            editor.deleteLater()
        for index in range(count):
            editor = QtGui.QLineEdit(self.parent())
            editor.setPlaceholderText('Filter')
            editor.returnPressed.connect(self.filterActivated.emit)
            self._editors.append(editor)
        self.adjustPositions()

    def sizeHint(self):
        size = super().sizeHint()
        if self._editors:
            height = self._editors[0].sizeHint().height()
            size.setHeight(size.height() + height + self._padding)
        return size

    def updateGeometries(self):
        if self._editors:
            height = self._editors[0].sizeHint().height()
            self.setViewportMargins(0, 0, 0, height + self._padding)
        else:
            self.setViewportMargins(0, 0, 0, 0)
        super().updateGeometries()
        self.adjustPositions()

    def adjustPositions(self):
        for index, editor in enumerate(self._editors):
            height = editor.sizeHint().height()
            editor.move(
                self.sectionPosition(index) - self.offset() + 2,
                height + (self._padding // 2))
            editor.resize(self.sectionSize(index), height)

    def filterText(self, index):
        if 0 <= index < len(self._editors):
            return self._editors[index].text()
        return ''

    def setFilterText(self, index, text):
        if 0 <= index < len(self._editors):
            self._editors[index].setText(text)

    def clearFilters(self):
        for editor in self._editors:
            editor.clear()


class Window(QtGui.QWidget):
    def __init__(self):
        super(Window, self).__init__()
        self.view = QtGui.QTableView()
        layout = QtGui.QVBoxLayout(self)
        layout.addWidget(self.view)
        header = FilterHeader(self.view)
        self.view.setHorizontalHeader(header)
        model = QtGui.QStandardItemModel(self.view)
        model.setHorizontalHeaderLabels('One Two Three Four Five'.split())
        self.view.setModel(model)
        header.setFilterBoxes(model.columnCount())
        header.filterActivated.connect(self.handleFilterActivated)

    def handleFilterActivated(self):
        header = self.view.horizontalHeader()
        for index in range(header.count()):
            print((index, header.filterText(index)))


if __name__ == '__main__':

    app = QtGui.QApplication(sys.argv)
    window = Window()
    window.setGeometry(600, 100, 600, 300)
    window.show()
    sys.exit(app.exec_())