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Why aren't the headers in your input file at the start of your input file anymore?

What did you try doing to print headers? What syntax error(s) did you get?

Here is a commented version of the script I suggested:
#!/bin/ksh
# Set IAm to the final component of the pathname used to invoke this script.
IAm=${0##*/}

# If the number of operands given to...

You might also want to try something like:
#!/bin/ksh
IAm=${0##*/}
if [ $# -ne 3 ]
then printf 'Usage: %s year.month1 year.month2 filename\n' "$IAm" >&2
exit 1
fi
awk -F'.' -v ym1="$1" -v...