Как вставлять виджеты между QHeaderView и QTableView?

Ниже представлена ​​демонстрация класса FilterHeader, которую я написал для одного из своих проектов. Возможно, вам придется адаптировать его под свои нужды, но он уже должен делать то, что вам нужно. Отступы вокруг полей фильтра вряд ли будут работать одинаково на всех платформах, поэтому вам может потребоваться настроить код в методе 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_())

Вот ответ @ekhumoro, перенесенный на PyQt5 и с небольшим изменением - добавлено поле со списком в 4-м столбце.

    import sys
    from PyQt5 import QtCore, QtGui
    from PyQt5.QtWidgets import QHeaderView, QWidget, QLineEdit, QApplication, QTableView, QVBoxLayout, QLineEdit, QComboBox
    from PyQt5.QtCore import pyqtSignal
    
    class FilterHeader(QHeaderView):
        filterActivated = QtCore.pyqtSignal()
    
        def __init__(self, parent):
            super().__init__(QtCore.Qt.Horizontal, parent)
            self._editors = []
            self._padding = 4
            self.setStretchLastSection(True)
            #self.setResizeMode(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):
                if index == 3:
                    editor = QComboBox(self.parent())
                    #editor.returnPressed.connect(self.filterActivated.emit)
                    editor.addItems(["One","Two"])
                else:
                    editor = 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(QWidget):
        def __init__(self):
            super(Window, self).__init__()
            self.view = QTableView()
            layout = 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 = QApplication(sys.argv)
        window = Window()
        window.setGeometry(600, 100, 600, 300)
        window.show()
        sys.exit(app.exec_())