When you create a group, select 'Add group header' to add a header to the group.

Now a header is added as well as a column.

Delete the column by selecting the column, right click, select 'delete columns'.

Create another group header by right clicking on the row group header created and selecting insert row -> above.

In the first row group header, add the field with 'agents' in your case.

In 2nd row group header, add column titles.