Thank you for your attention Max, I don't want to hijack this thread and I don't know which solution OP suggests, but in this thread we already discussed some solutions.
I haven't thought about a solution based on headings, I was thinking more of displaying the album instead of the tracks (maybe a checklist option with "Show album instead of single tracks").
For an example, let's assume the following is a screenshot of my "Recently played" category:
After selecting the checkbox the result should be something like:
Then you can have two possible solutions:
The album view contains just the songs that you've listened recently (for example in shuffle mode)
The album view contains the whole album
This is of course just one of the possible solutions, I still consider adding the "Sort by recently played" sorting option to other Categories a better solution, at least compared to this one related to the "Recently played" category.
We have thoroughly discussed the topic in this thread and several people manifested their interest over time, so I hope it takes a little traction