Refer sheet 2 in the attached file. Duplicate values are not shown because the parameters you have selected in the pivot are the same. If you want to see the duplicate value just insert the Quantity row. The same is added by me in sheet 2 in the attached file. The last column heading is visible even after applying the filter.
No tricks, I just applied the pivot.
I guess you have changed something in the heading, as you heading is not generated by the pivot that was the reason for heading disappearing when you filter.