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The pivot table has frozen headers support by default. Both the headers can be scrolled separately. But in virtual scrolling when perform horizontal scrolling by mouse wheel option, the column headers are remains frozen.
Please refer the following screen-shot,

Run the sample https://stackblitz.com/edit/react-gy4zgx-vxxkhw?file=index.js
Press the shift key and scroll the mouse.
You can find that the column headers remains frozen.
Only the data is moved.