I faced this issue in Odoo 15 and I found solution for it by doing the following:

1- Use the basic_layout (recommended) or you can use html_container instead of external_layout

2- Then add div with class="page" and add in this div everything you want to repeat, something like the below:

    














        
            
                
Column header 1
                
Column header 2
                
Column header 3
            
        
        
            
                
                
                
            
        
    

After you restart your server and upgrade your module, when you print the report the header should be displayed repeatedly on each page.

I hop this helps you, thanks