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I don't think this can be done with Measure Names, as you noted this isn't a true dimension. In the workbook you've attached, your data source is Excel. Is Excel really your data source or are you just using it to show us sample data? If Excel is really your data source, have you tried Pivoting your measures in the Data tab so the measure names can be a true dimension?
I'd be happy to give further details, but want to know first if you have tried that and if you have a data source that allows it.
I ended up pivoting the data as you suggested, but did it using Tableau's pivot function instead and it worked perfectly.
Thanks for your help!!
(I actually meant Tableau's pivot function, not Excel's. It's just the Tableau only offers pivot for some data sources - excel being one of them).