@HitmonTran - I understand your frustration. I finally got a test working with multiple sheets AND reports. The secret is to use an interval of NONE on the first sheet (since you don't need a new sheet yet) and use NOW to switch to the next sheet:
ods excel file = "Test1.xlsx";
ods excel options(sheet_interval="NONE" sheet_name="Males");
proc print data= sashelp.class;
where sex = 'M' and age >= 13;
run;
ods excel options(sheet_interval="NONE");
proc print data= sashelp.class;
where sex = 'M' and age < 13;
run;
ods excel options(sheet_interval="NOW" sheet_name="Females");
proc print data= sashelp.class;
where sex = 'F' and age >= 13;
run;
ods excel options(sheet_interval="NONE");
proc print data= sashelp.class;
where sex = 'F' and age < 13;
run;
ods excel close;
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