Unfortunately I don't think the graphs were intended for your data format.
The only way I've been able to work out how to add a header is by reformatting my data so I have the header at the top of my ranges.
So I suggest you split your data into separate columns so you have;
D2:D4, E2:E4, F2:F4 etc with D1, E1, and F1 as your header and then selecting "Use row 1 as your headers." From the data menu.
Alternatively, you could add labels to the series themselves. Although not ideal, it could be quicker than reformatting your data. On the data menu, click on the three dots of a data series to bring up a menu that allows you to add a label. Unfortunately this needs to be a cell so you'll have to have that header on your sheet some where.
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