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.
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