Inconsistent data set state during processing of OnDrawColumnCell handler

Question

After switching to asynchronous operations for TADOStoredProc, one issue periodically arises in TDBGrid handlers, for example in OnDrawColumnCell:

I check the data set for Empty, find out that it has data, and in the next line it turns out that there is no data anymore and I get an exception.

I cannot use the OnFetchComplete handler because it is unreliable for purpose of signalling that asynchronous operations are completed.

procedure TPurchasesFrame.dgGridDrawColumnCell(Sender: TObject; const Rect:
  TRect; DataCol: Integer; Column: TColumn; State: TGridDrawState);
var
  DataSet: TDataSet;
  f: TField;
begin
  try
    DataSet := dgGrid.DataSource.DataSet;
    // .....
    if (State = []) and (not DataSet.IsEmpty()) then begin // Is not empty
      f := DataSet.FieldByName('GroupNr');
      if (f <> nil) and (not Odd(f.AsInteger)) then begin // Occasionally an Exception. Not necessarily occurs at this location. May also occur at other similar.
        dgGrid.Canvas.Brush.Color := _alternateColor;
      end;
    end;
    // .....
    dgGrid.DefaultDrawColumnCell(Rect, DataCol, TTntColumn(Column), State);
  except
    on ex: Exception do _addError(ex);
  end;
end;

Is it possible to lock the data set state or have a snapshot of it while OnDrawColumnCell handler is executing?