We will add an "ajaxUrl" property for DataTables widget in the next version. Meanwhile you could apply an edit yourself to make it work by opening the file koolreport/datagrid/DataTables.php and replacing these lines:

            'ajax' => [
                'url' => '',

with these ones:

            'ajax' => [
                'url' => Util::get($this->params, 'ajaxUrl', ''),

Then in your DataTables' create you set server side processing like this:

DataTables::create(array(
    ...
    "serverSide" => true,
    "ajaxUrl" => $yourDataTablesAjaxUrl,
    ...
));
``