store column names in results
- Tools -> Options -> Query Results -> SQL Server -> Results to Grid -> Include column headers when copying or saving the results -> check
Ref:- https://solutioncenter.apexsql.com/sql-server-management-studio-ssms-how-to-save-results-with-headers/ explains the solution very nicely with screenshots and all. But at the very bottom it seems as if they are trying to sell some plugin.
/* Todo:- If you can find a better reference that is not a submarine, use that instead.*/