It is not possible to add additional dimensions and measures to Analytical reports based on Web Dynpro data Grid during runtime.
In case you need to add additional dimensions and measures from the underlying cube to a query you can check the following options available for key users:
In case of a SAP delivered CDS Query - you can use the extensibility tools by creating Data Source Extensions: Creating Data Source Extensions
In case of a Custom CDS Query - you can enhance the CDS Query via Custom Analytical Queries: Custom Analytical Queries
KBA , BW-BEX-OT-BICS-PROV , BICS Provider/RSBOLAP , FI-GL-IS , Information System , Problem