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Try
awk '
function PRT() {if (!HDDONE) {printf "TimeStamp"
for (i=1; i<=MXSV; i++)
for (j=2; j<=MXHD; j++) printf...

How about applying what you learned so far trying to bring up a solution of your own. People in here will be glad to help when you get stuck.

Try
awk '
function PRT() {for (i=1; i<=MXSV; i++)
for (j=2; j<=MXHD; j++) printf " %s-%s", SV[i], HD[j]
printf RS
for (i=1; i<=MXSV; i++)
...

Yes. By what logics can each new data set be identified? And, a sample input always helps.

Try
awk '
NR == 1 {printf "%s ", $0
next
}
!NF {getline
for (i=2; i<=NF; i++) HD[i] = $i
MXHD = NF
...

No surprise. The structure of the file above doesn't meet the one in post#1.

"seems to work" is not quite the expected result...

awk '
NR == 1 {printf "%s ", $0 # print time stamp
next ...

Try
awk '
NR == 1 {printf "%s ", $0
next
}
NR == 2 {for (i=2; i<=NF; i++) HD[i] = $i
MXHD = NF
next
...