This is not related to the grouping function where you can drag things to the header and it groups the grid.
I am trying to present grid columns in categories for organization in a large grid showing complex financial data for my project. I have created a very very simplified mockup of what I am trying to accomplish in google docs at this link
https://docs.google.com/spreadsheets/d/11BZGrV5IE2zvh3Ya38jgCN1lgOqMFXegdwAOmv-bLZg/edit?usp=sharing
The solution would need top play nice with column resizing. We would disable the ability to re-order columns for this display so that shouldn't be an issue.
Regarding a multi-row header w/ colspan
From the official forum:
http://www.telerik.com/forums/multiple-header-rows
http://www.telerik.com/support/whats-new/kendo-ui/road
If anyone cares this is how we overcame the problem using slick grid. We are updating to kendo so we will just carry this forward until we have a grid that has these capabilties. We used a legend and then applied a CSS to each header