With a LAYOUT DATALATTICE, this is not currently possible. With a LAYOUT LATTICE, this is possible using a LAYOUT GRIDDED in the cell headers. A simple example is below.
Thanks!
Dan
[pre]
proc template;
define statgraph multiheader;
begingraph;
layout lattice / columns=2 columngutter=10;
   cell;
      cellheader;
          layout gridded;
              entry "Line 1";
              entry "Line 2";
          endlayout;
      endcellheader;
      layout overlay;
        scatterplot x=age y=height;
      endlayout;
   endcell; 
      cell;
      cellheader;
          layout gridded;
             entry "Line 1";
             entry "Line 2";
          endlayout;
      endcellheader;
      layout overlay;
        scatterplot x=age y=weight;
      endlayout;
   endcell; 
endlayout;
endgraph;
end;
run;
proc sgrender data=sashelp.class template=multiheader; run;
[/pre]