Ok, if I understand you correctly you want to be able to show some type of categorization or grouping of agenda items and show said categories/group titles in the agenda, (like maybe in an outline format?), e.g., Speech Evaluations.
Anyway, I would just mention that you can get very creative with what text you enter in the agenda role fields. The system does not know what text is really a role and what text really is not a role, so you can put things in the agenda roles that really have no bearing to agenda roles.
For example, in my club's agenda templates, I created a "role" called "~~~~~~~ Club Officer Contact Information ~~~~~~~" at the end of our agendas. I have that as the role name, and I put the actual contact information in the role description box complete with use of bold and other formatting. Since this is part of the agenda template, it shows up at the bottom of every agenda.
I am not suggesting that you put officer contact information in your agenda as I have. However, my point is that the agendas are really flexible enough that you can actually do some pretty creative things with them if you want, including putting Session titles if that is what you are after.
For example:
========== Fun Session ==========
(agenda items...)
========== Evaluation Session =======
(speech evaluation items...)
Also, you can take a look the following old forum thread that I did to give you an example of this approach:
support.toastmastersclubs.org/media/kune...rAgendaItemSetup.pdf
(some of the screen shots in this are outdated)
If you would like something more formal/specific than this, I would recommend that you post an Improvement Suggestion in that forum.