By default, the ASPxGridView works during callbacks and there's no way to update an external control (that isn't a child control of the callback owner) on the server side. The following article describes this limitation in detail:
However, the ASPxGridView as any other ASP.NET control has the JSProperties feature that allows passing a value from the server to the client. Also, the client-side EndCallback is raised each time when a callback is executed successfully.
So, it is possible to set a JSProperty on the server, get it on the EndCallback and change a "target" control using its client-side capabilities.
This example illustrates how to use the ASPxLabel to identify that the grid was successfully updated.
A similar approach my be used with any other DevExpress ASP.NET control that can send callbacks (ASPxCallback, ASPxCallbackPanel, ASPxTreeList, ASPxComboBox and so on).