I never have heard up to now about an adaptive loop filter.
But you shouldn´t forget that the loop bandwidth is determined not only by the loop filter but also by the product of all constants (in PLL terms often called "loop gain").
If you have, for example, a product phase detector this "loop gain" (and therefore also the loop bandwidth) becomes smaller if the reference signal decreases.This is an important feature for satellite links because of the reduced loop noise bandwidth.
Another procedure to make aquisition easier is to sweep the VCO (search action) .
The fact that the loopgain depends on several parameters including VCO gain and PD gain is for sure. but the main parameter in the hands of the designer is the filter. What Im proposing is that the break frequency of the filter could change in different situations.