There is no built in way to achieve this within a datagrid in Mendix. However, you can visually make it by adding information to your screen that will serve as headers to a list by adding a layout grid above the data grid where you add the static information that should always be visible on top of the data grid.

You can fill the information with a data source microflow and a data view above the datagrid.

With css you can even make it so that it still fits inside the data grid underneath the data grid controls, but that will require a fair amount of css experience I assume.