You can actually set all these in the Properties Pane if you go to Advanced Mode, ridiculously accessed by a tiny drop down arrow at the right of the COlumn Groups header.

The following shows how to access Advanced Mode.

A bunch of gray <Static> boxes will appear in the Row Groups pane above your named row groups. For each <Static>, I set the fields as indicated by Siva in the Properties Pane, and headers are now appearing on all pages.

Thanks.