I don't believe it's possible to have a header row without at least one body row in the frame...
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I should add that perhaps you can work around this by using a blank row below the header, and overlap your frames.
I thought about placing a rectangle shape over the 1st body row to cover it up and then overlap the frames. However, I like your idea of a blank row a lot better - simple and effective, plus I get to keep the header row and the functionality that goes along with it.