var result = data.GroupBy(item => new { item.OriginalDocumentNumber, item.FilterRound })
    .OrderBy(@group => @group.First().p2_FinalGrade)
    .AsEnumerable()
    .Select((@group, groupIndex) => new
    {
        Items = @group.Select((item, index) => new { Item = item, Index = ++index }),
        Rank = ++groupIndex
    })
    .SelectMany(v => v.Items, (s, i) => new
    {
        Data = i.Item,
        RankInGroup = i.Index,
        DenseRank = s.Rank
    }).ToList();

result.Where(item => item.Data.p2_FinalGrade == "d" ||
                        item.Data.p2_FinalGrade == "f")
      .Where(item => item.Data.OriginalDocumentNumber == "590200054")....