I\'m confused! :)
I\'ve got a dynamic group in OpenLDAP:
dn: cn=DynamicGroup,ou=Group,dc=MyDomain
cn: DynamicGroup
objectClass: groupOfURLs
memberURL
The dynlist overlay doesn't implement the feature you're looking for. You're correct about the expansion happening later than the search filter. See for example the thread starting at http://www.openldap.org/lists/openldap-software/200708/msg00250.html
You may want to look at the contributed autogroup overlay, which maintains membership info in the database (where it can be searched and filtered) but updates it automatically when needed.