I have found the solution for this topic.
In above case we have sub headers are repeating as MTD and YTD for 8 columns.
What we did was in switch function we have used space for MTD and YTD so that each and every sub ehader will be unique
Ex: 1. "MTD", "YTD"
2. " MTD", " YTD"
3. " MTD", " YTD"
We have given extra space so that dax considers each sub header as unique and sort accordingly.