You will definitely need to describe better, preferably including a tbwx. If it's hard for to explain, it's going to be even more difficult for us to understand.
I updated the original post and attached a packaged workbook, hope this helps explain things better.
I think I understand. Instead of placing Range on the filter shelf, place it on the Columns shelf to the left of MY(MONTHS). Then, right click on the 'Drop' column and select Hide. Finally, right click on Range and un-check the Show Header option.
Hope this helps!