Thank you for your helpful screenshots. You are using at least a 6.0 version of the Studio, and this issue is already known. Unfortunately, it is not resolved yet, but we are investigating on this problem to resolve the missing vertical header as soon as possible.
As an advice, I saw in your screenshot that you put a java.lang.Object for your script return type. You return a list, you can set the return type as java.util.List.
There is a workaround for your issue. You should add an expression in initial value returns a List like this : [["","",""...nb colums wanted],["","",""...nb colums wanted]...nb row wanted]
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