BUG: `Styler.set_sticky` fix the names rows 2/2
- [x] closes #42537

BUG:
In 1.3.0/1.3.1 `set_sticky` did not handle well the names of column/index headers.
This overall bug fix makes sure those cells are well handled.
**Should be backported to 1.3.2**

Before any Fixes | After 2 of 2 fixes
--- | ---
**Index / No Names** | 
![before fixes index no names](https://user-images.githubusercontent.com/24256554/127744031-4e2cd55f-af0c-4666-935f-37fd9320ebdd.png) | ![after fixes index no names](https://user-images.githubusercontent.com/24256554/127738841-c0cb2606-7be1-4cc9-be20-28aadf8dd427.png)
**Index + Names**
![before fixes index names](https://user-images.githubusercontent.com/24256554/127744063-cdfd67ad-0665-47e9-b8fa-96998f5673c5.png) |![after fixes index names](https://user-images.githubusercontent.com/24256554/127738852-59e5199c-660b-4873-a17f-f9f99e3507de.png)
**MultIndex / No Names**
![before fixes multiindex no names](https://user-images.githubusercontent.com/24256554/127744109-1bcd7807-e204-4a7e-9990-57991365e1ca.png) | ![after fixes multiindex no names](https://user-images.githubusercontent.com/24256554/127738960-6d142482-d1ac-4475-b1dc-c0731ba68032.png)
**MultIndex + Names**
![before fixes multiindex names](https://user-images.githubusercontent.com/24256554/127744157-82aaa215-e87e-46e2-b57a-19f41f7c544e.png) | ![after fixes multindex names](https://user-images.githubusercontent.com/24256554/127743932-78f241f4-3c94-49e5-998d-14c6f7a0af9f.png)











