An 'all headers' table came to mind while I was reading that, too. But it wouldn't work. Frozen headers stay at the top of the window only until no other part of the table is visible.
What might work is a skinny table with the maximum (five) header rows and enough (empty) body rows to reach past the bottom of the two larger tables. The headers would remain visible at the top of the window as you scrolled down the sheet.
No time to try it at the moment.
Question: Lock a table in view