Hi Vic,

 In regards to having this 'multi layered Header' combined with "Fixed Headers" , at the moment we don't have this possibility.

1. When it comes to 'merging cells' , which is done in your example in the Header row - 

we can only merge cells with our Simple Table type.

The Simple tables have some unique features like 'merging cells' and 'reorder rows' , but they are limited in some other major aspects, such as there can be no filtering/search and we don't have 'fixed header row' for the Simple Table type yet.

2. But if you don't merge cells and switch to a 'standard table layout' system, such as having one Header row without merged cells;

in that case you can try our Fixed Headers feature as shown here.

That is possible for any DataTable type other than Simple Tables.

If you wish to see Fixed headers added for Simple Tables, you can make a future development suggestion;

And the same goes if you wish to see the possibility of 'merging cells' in other Table types.

Please feel free to search on our suggestions page, 

 to see if someone may be already suggested this feature. If you can't see it, feel free to add your suggestion there,  and as more people vote, the feature will move higher on the priority list.

You can certainly follow our changeLog page if you'd like ( it is also available in the plugin dashboard), where we state any changes/new features/bug fixes during updates;

and our newsletter, so you're informed about new features, bug fixes, freebies, etc.

3. * Has to have highlight functionality - possible to click on a row then have it highlighed? Instead of hover then highlight. 

- When it comes to build-in options, the row will highight if you enable editing on your Table.

You can learn more about making editable tables here.

Here is a screenshot how it looks when you click a table which has front-end editing enabled - it highlights the row in a specific color/background color;

depending on the current Table skin chosen in the Customize options - you can have different colors pre-set;

you can also add custom CSS to set different colors as well as choosing different colors from the Customize section.

When it comes to non-editable Tables, for them we don't have a built-in feature to highlight a clicked row.

If you wish to see this as a built-in feature;  you can add another development suggestion the same way as explained above.

-

If you wish to try a custom solution to highlight clicked rows now;

you can only try with Custom CSS/ and possibly JS if needed.

I will check with our Developers if we can devise a custom workaround with CSS/or JS that you could use.

If we find an 'easy custom workaround' I will make sure to report back to share it with you.

In the meantime, if you have CSS/JS skill, you can try it on your own, let us know if you manage it.

And i just wanted to point out that you can try wpDataTables before purchasing

 on our sandbox Demo sites ( you can find links for the main plugin Demo,  

as well as add-on Demos, in my signature),

and there is a 15-day money-back guarantee period, 

so if you purchase the plugin, you can safely fully test it out, and if it doesn't fit your needs you can request and receive a refund in that period. ( same goes for all plugins and add-ons)

Let me know if you have any additional questions.