To spell it fully out, here is what I would do (based largely what you have suggested):

1. Have two tablixes, which we'll call 999 and Not999

2. Set the header to repeat on Not999

3. In tablix properties -> Filters, for 999 set =milestone_code =999, and for Not999 set it =milestone_code <>999.

4. In tablix properties -> Visibility, click the "Show or hide based on an expression" button and in the expression for hidden for 999 put =milestone_code <>999, and for Not999 put =milestone_code =999 (this is pseudo-code).

If the users pick 999, the Not999 tablix will be hidden, and they'll get the tablix with headers only on the first page. If they pick a value other than 999, the 999 tablix will be hidden, and they'll get the tablix with repeating headers. I noted the above examples as pseudo-code because the actual entries might need to be something more like =Parameters!milestone_code.Value = 999. Does that clarify the scenario?