Hi Tobias,
you are right. In SAP Gateway we currently (OData v2) don't support custom query options and hence do not parse them.
In your scenario the parameter that you want to use as a custom query option is not part of the result set and hence cannot be provided as a filter.
The solution would thus be to create a function import that will return your data and that would have a custom query parameter.
Best Regards,
Andre