Sample Grabber Filter will only connect to video media types described by VIDEOINFOHEADER
structure (check MSDN link for details on that in Remarks section). You have video output with MPEG2VIDEOINFO
and Sample Grabber rejects it.
Old SDKs have source code for Sample Grabber-like filter, which you can improve to add support for missing format structures. Sample Grabber filter alone is pretty simple on its own. You can also fit some additional decoder (third party, freeware, deinterlacer etc) for it to bring you VIDEOINFOHEADER
media type on its output.