Merged heading over 3 dimensions in a pivot table

[#1]

Categories	Measurement	Description				sum(Amount)
Industries	Tonage	Tonage mined	Gold	Iron	Steel	2000
Industries	Work Days	Actual days worked	Public Holidays	Sundays	Mondays	10

I have 3 dimensions- shown here in RAG colours that I want to put a merged heading on top. The 3 dimensions need to stay in 3 seperate columns for purposes of RAG indicators. In the attached model I have put a text object as the heading, but this doesn't work when you put it on a report. The heading then doesn't position correctly.

Any ideas?

[#2]

What if you just name the dimension Iron "Threshold" and leave other two blank?

[#3]

Mmm, that could work, would of course like it nicely spaced over the three columns, but it doesn't look like it's possible. Thx mbc!